Credit Derivative Quant Analyst- PhD required

  • Company

    COMPREHENSIVE RECRUITING
  • Location

    UK-London
  • Compensation

    Competitive Base and bonus package commensurate with experience
  • Position Type

    Employee
  • Employment type

    Full time
  • Updated

    07 Sep 2008
  • eFC Ref no

    281876
Global Investment Bank in London seeks a PhD Quant Analyst to support the Correlation Credit business.
Leading Global firm is seeking a PhD Quantitative Analyst to work with the London Structurers and the global trading desk to produce analytics in support of the Correlation Credit products business. Products include: CDS, CDO's, CDO-squared, CDS and CDO tranche options, TRS, and hybrid products. On an everyday basis the successful candidate will implement and test new cutting edge models, produce documentation on methodology and models, assist I.T. as they integrate the models, and interact closely with traders and marketers. Requires hands on experience with recent Credit Derivative models and expertise in C++. Also, because this is a front office role, requires excellent communication skills. Immediate need.

For consideration please submit CV to ian@comprehensiverecruiting.com

Comprehensive Recruiting, 1.480.968.4000 www.comprehensiverecruiting.com

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