Global Bank seeks Credit Derivative Modeling professional with PhD for Front Office Quant position.
Global Bank is seeking a PhD Quantitative Analyst with experience Modeling Credit Derivative products. Ideal candidate will possess hands-on experience in the recent credit derivatives models using C++. Requires excellent communication skills to work closely with the business. Interact with the London Structurers and the Global Trading desk to produce analytics in support of the Correlation Credit products business. Products include: CDS, CDO, CDO-squared, CPPI, TRS, and hybrid products. Activities include: Implementation of new cutting-edge models, Researching, educating Traders and salespersons on new models and methods, working with I.T. as they integrate the models into systems. Outstanding opportunity in the front office with a competitive compensation package. Immediate need.
For consideration please submit CV to ian@comprehensiverecruiting.com. Please reference #CLS901
