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- Tasks: Develop and implement Flow Credit models for global fixed income trading.
- Company: Join a top-tier investment bank with a global presence.
- Benefits: Enjoy an excellent salary package, including bonuses and perks.
- Why this job: Collaborate with traders and quants in a dynamic trading environment.
- Qualifications: 3-8 years in quant finance; Master’s or PhD in relevant fields required.
- Other info: Work with cutting-edge technologies like C++, C#, and Python.
The predicted salary is between 72000 - 108000 £ per year.
£££ Excellent, including Front Office Bonus
Top-tier Investment Bank
Flow Credit Derivatives, e.g. CDOs, FTDs, CLNs, Repacks, Leverage Notes, (C++, C#, Python)
The global Quant Research group at this Tier-1 Investment Bank is seeking an experienced Quantitative Analyst for the Credit trading desk to develop and implement Flow Credit models for its global fixed income trading group. With a minimum of 3-8 years in quant finance, Quant development, trading environments, this is a great opportunity to work with traders & quantitative peers in developing & supporting the trading of a range of Credit derivatives in the Front Office
KEY RESPONSIBILITIES:
- Support flow credit quantitative models, analytics libraries and tools.
- Support of Flow trading desks on pricing and hedging of flow products
- Development of models used for pricing and risk management, including PL Explain and capital charges
- Support the team on pricing all related requests
- Develop risk tools
- Develop tools for the flow credit trading teams
- Support and collaborate with Trading, Sales, IT, Market Risk and Research globally
- Design new analytic approaches for Flow Credit risk metrics
KEY SKILLS AND EXPERIENCE:
- Flow Credit knowledge, e.g., CDOs, FTDs, CLNs, Repacks, Leverage Notes, etc, or similar experience in Rates / Quant hybrids teams.
- Strong technical skills with experience in a quant team coding in C++/C#/Python, modelling & systems
- Data manipulation and database experience
- Strong communication skills (internal and external) / Ability to liaise with Quants / Risk / IT and Traders
- Master’s or PhD in Math, Physics, Stats, Comp Sci, other engineering
Front Office Flow Credit Quant, (Assoc-VP), London employer: Millar Associates
Contact Detail:
Millar Associates Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Front Office Flow Credit Quant, (Assoc-VP), London
✨Tip Number 1
Make sure to brush up on your knowledge of Flow Credit derivatives like CDOs, FTDs, and CLNs. Understanding these products inside and out will not only help you in interviews but also show that you're genuinely interested in the role.
✨Tip Number 2
Since this position requires strong technical skills, consider working on personal projects or contributing to open-source projects using C++, C#, or Python. This hands-on experience can be a great talking point during your discussions with us.
✨Tip Number 3
Networking is key! Reach out to current or former employees in similar roles at top-tier investment banks. They can provide valuable insights into the company culture and the specific challenges faced in the role.
✨Tip Number 4
Prepare to discuss your experience in quantitative finance and how it relates to pricing and risk management. Be ready to share specific examples of models you've developed or tools you've created that could benefit our Flow Credit trading teams.
We think you need these skills to ace Front Office Flow Credit Quant, (Assoc-VP), London
Some tips for your application 🫡
Highlight Relevant Experience: Make sure to emphasize your experience in quant finance and any specific roles related to Flow Credit derivatives. Mention your familiarity with CDOs, FTDs, CLNs, and other relevant products.
Showcase Technical Skills: Clearly outline your technical skills, especially your proficiency in C++, C#, and Python. Provide examples of projects or models you have developed that demonstrate your coding abilities and quantitative analysis.
Communicate Effectively: Since strong communication skills are essential for this role, include examples of how you've successfully collaborated with traders, risk teams, and IT departments in previous positions.
Tailor Your Application: Customize your CV and cover letter to reflect the key responsibilities and skills mentioned in the job description. Use similar terminology to show that you understand the role and its requirements.
How to prepare for a job interview at Millar Associates
✨Showcase Your Technical Skills
Be prepared to discuss your experience with C++, C#, and Python in detail. Highlight specific projects where you developed quantitative models or tools, and be ready to explain your coding process and the impact of your work.
✨Demonstrate Flow Credit Knowledge
Familiarize yourself with Flow Credit products like CDOs, FTDs, and CLNs. Be ready to discuss how these products are priced and hedged, and share any relevant experiences you've had in similar roles.
✨Communicate Effectively
Strong communication skills are crucial for this role. Practice explaining complex quantitative concepts in simple terms, as you will need to liaise with traders, risk managers, and IT teams. Prepare examples of how you've successfully collaborated with different departments.
✨Prepare for Problem-Solving Questions
Expect technical questions that assess your problem-solving abilities. Be ready to tackle hypothetical scenarios related to pricing and risk management, and think through your approach to developing new analytic methods for Flow Credit risk metrics.
