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This is an opportunity to join a high performance group of talented Quants with responsibility for the development of a range of analytical tools to drive portfolio optimization, back-testing, risk-testing and stress-testing.
In addition to the varied analytical aspects of the role, the Quant Researcher will also continually develop strong relationships with internal PM's/Trading, other Quant and Technology groups.
Successful candidates will bring the following:
5+ years' experience in quantitative modelling, or related function at a bank or asset manager
Minimum of an advanced degree (Master's and/or PhD) in computer science, engineering, math, science or statistics from a top-tier university;
Professional certification, ie: CFA strongly preferred;
Deep understanding of the pricing and risk mechanics of credit products and associated derivatives (CDS, CDX, index and bespoke tranches, etc.)
Strong attention to detail;
Outstanding communication and relationship-building skills;
This is a highly technical role and requires an advanced technical toolkit. Programming experience (ie: C++ and/or Python) is essential.
For a more detailed discussion in confidence, please apply with your resume.
Internal Number: 6507341
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