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