Credit Derivatives Quant - VP

  • Location

    UK-London

  • Remuneration

    attractive

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    06 Jan 2009

  • eFC Ref no

    404941
Credit Derivatives Quant required for a major investment bank.

Good knowledge of Stochastics, pricing, risk evaluation and Monte Carlo. You will be responsible for Buiding models to price and risk manage Structured Credit Derivatives. Responsible for design and developped pricers for the Credit business. Good business knowledge. Strong IT skills also.

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