Credit Quantitative Analyst, Buy Side

  • Company

    ITS-City

  • Location

    UK-London

  • Remuneration

    £90K + Bonus

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    21 Nov 2008

  • eFC Ref no

    436024
Top-tier City Investment Bank require Associate Director or VP level Quant Analyst for their Structured Credit Portfolio Analytics team.

Top-tier City Investment Bank require Associate Director or VP level Quant Analyst for their Structured Credit Portfolio Analytics team. The role sits within the Asset Management team, overseeing the loans books for portfolio optimization, modelling risks in the book + how to mitigate risk through securitisation, risk transfer, protection buying etc.... You will come from a Portfolio Management or Credit Research function and ideally have an MSc, DEA or PhD in Mathematical discipline. Familiarity with Economic Capital modelling, CDOs, CLO, Correlation and Structured Credit products beneficial. Model implementation experience with Matlab and/or C++ beneficial.

  • Contact:

    Gary Williams

  • Company:

    ITS-City

  • Telephone:

    0208 426 4455

  • Email:

    gary@its-city.com

  • Recruiter Ref:

    Qnt.Cr.PM

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