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Quant Researcher - Credit

Description

Quant Researcher - Credit Quantitative Analyst – Credit Derivatives Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities. Responsibilities: Work closely with Quants in Geneva, New York, London to research and develop pre-trade analysis tools and risk analytics for our in-house pricing library. Initially the candidate will participate in the support and development of pricing models in other asset classes (mainly Interest Rate & FX) then overtime Credit Derivative products Requirements: Substantial experience with developing Credit Derivative pricing models In depth understanding of credit products, including CDS, Credit index and Options, CDO Tranches, Corporate Bonds. Knowledge of other asset classes, including Interest Rate, FX is a plus. Strong analytical and mathematical skills Strong problem solving capabilities Substantial modern C++ programming experience Solid communication skills Able to work independently in a fast-paced environment. Detail oriented, organized, demonstrating thoroughness and strong ownership of work Full time

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London, England, London, SE11, United Kingdom

  • Ad ID:  18826550
  • Ad Type:  Offered
  • Posted on:  15/01/2021, 03:14
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