Join a premier investment bank that sits at the forefront of quantitative finance. We’re looking for a highly skilled Credit Derivatives Quant to design and implement cutting-edge pricing models for complex credit products.
This is your opportunity to work in a world-class quant team, where deep product knowledge meets elite technical expertise.
What you’ll do:
* Develop and implement credit derivatives pricing models from the ground up
* Contribute to the design and enhancement of model libraries in C++
* Collaborate with trading, risk, and technology teams on real-time pricing and analytics
* Push the limits of quantitative finance with robust mathematical modeling
You should bring:
* Expert-level C++ programming skills
* Strong experience building pricing models for credit derivatives (CDS, CDOs, structured products, etc.)
* A deep understanding of derivatives mathematics and financial theory
* Proven ability to write high-performance, production-grade software
What sets this role apart?
* Work on high-impact quant initiatives with global exposure
* Be part of an elite quant group within a leading investment bank
* Enjoy competitive compensation, cutting-edge tech stack, and a collaborative culture
Location: London
Apply today or reach out to explore this opportunity further.
#J-18808-Ljbffr