We are seeking a Quantitative Strategist to develop alpha models for credit derivative products (e.g., single-name CDS... and directly influence trading strategies across credit and cross-asset markets. What you'll do As a quantitative strategist...
Job Description: Job Title: Quantitative Strategist (Franchise Pricing) Corporate Title: Vice President Location...) is a plus. Knowledge of interest rate derivatives products, risk and P&L, market data is a plus Academic background in Computer Science...
securities, loans, and derivatives. Development and calibration of statistical credit and prepayment models for measuring... in developing quantitative and technological techniques to solve complex business problems. Working within the firm's trading, sales...
trading desks. The desk covers the entire spectrum of rates products from vanilla/exotic derivatives to cash, across DM rate... market themes and dislocations Develop & maintain tools, quantitative metrics and signals for identifying trading...
. The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution... skills, as you will be a key strategist across multiple businesses Solid foundations in quantitative finance, including...