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- Tasks: Design and maintain pricing models for non-linear credit products in a dynamic trading environment.
- Company: Global investment bank with a focus on innovation and collaboration.
- Benefits: Competitive salary, hybrid work model, and opportunities for professional growth.
- Why this job: Join a leading firm and make an impact in the fast-paced world of finance.
- Qualifications: 7-12+ years in quantitative analysis with strong C++ and Python skills.
- Other info: Exciting role with excellent career advancement potential in financial services.
The predicted salary is between 120000 - 180000 ÂŁ per year.
A global investment bank is looking to hire a Non‑Linear Credit Quant to sit with the front office and take ownership of pricing and risk models for the credit trading business.
The role involves:
- Designing, implementing and maintaining pricing and risk models for non‑linear credit products, including single‑name CDS and options, index CDS and options, index tranches and bespoke structured credit notes.
- Enhancing and extending the front‑office analytics library (primarily in C++ and Python), ensuring robust implementation, numerical stability, performance and test coverage.
- Contributing to default‑intensity, copula and portfolio‑credit models used for complex payoffs, as well as curve construction and calibration for credit and related markets.
- Collaborating daily with trading, XVA, risk, model validation and technology to deliver new functionality, resolve model issues and support new product initiatives.
- Participating in the full model lifecycle: specification, prototyping, implementation, testing, documentation and production roll‑out, including regression testing and continuous integration.
What we’re looking for:
- Substantial front‑office experience (typically 7–12+ years) as a quantitative analyst or quantitative developer supporting derivatives trading desks.
- Strong expertise in at least one non‑linear asset class (credit, structured credit, or closely related exotics such as equity/rates exotics) and comfort working with complex payoffs and risk profiles.
- High proficiency in modern C++ for production‑grade library development, with solid Python skills for prototyping, testing, analysis and tooling.
- Solid understanding of credit products and models: CDS, credit indices, index tranches, portfolio credit models (e.g. copulas), default‑intensity models, credit curve construction and calibration.
If you meet the above set criteria, please apply or send a copy of your CV to hadjra.sohawon@robertwalters.com.
Contract Type: Permanent
Workplace Type: Hybrid
Experience Level: Mid Management
Location: City of London
Salary: ÂŁ140,000 - ÂŁ150,000 per annum
Industry: Financial Services
Credit Quant- Financial Services in City of London employer: Robert Walters UK
Contact Detail:
Robert Walters UK Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Credit Quant- Financial Services in City of London
✨Network Like a Pro
Get out there and connect with people in the industry! Attend finance meetups, webinars, or even casual coffee chats. You never know who might have the inside scoop on job openings or can put in a good word for you.
✨Show Off Your Skills
When you get the chance to chat with potential employers, don’t hold back! Share your experiences with pricing and risk models, and how you've tackled complex payoffs. Let them see your passion for credit products and your expertise in C++ and Python.
✨Tailor Your Approach
Every interaction is an opportunity! Make sure to tailor your conversations to highlight how your skills align with their needs. If they mention a specific challenge, share how you've solved similar issues in the past.
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, it shows you're serious about joining the team and ready to contribute to the exciting world of credit trading.
We think you need these skills to ace Credit Quant- Financial Services in City of London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your experience in non-linear credit products and quantitative analysis. We want to see how your skills align with the role, so don’t be shy about showcasing your expertise in C++ and Python!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re the perfect fit for the Vice President – Credit Quant role. Share specific examples of your past work that relate to pricing and risk models, and show us your passion for the financial services industry.
Highlight Collaboration Skills: Since this role involves working closely with trading, risk, and technology teams, make sure to highlight any collaborative projects you've been part of. We love seeing candidates who can work well in a team and contribute to new product initiatives!
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It’s the best way for us to receive your application and ensure it gets the attention it deserves. Don’t miss out on this opportunity!
How to prepare for a job interview at Robert Walters UK
✨Know Your Models Inside Out
Make sure you have a deep understanding of the pricing and risk models relevant to non-linear credit products. Be prepared to discuss your experience with CDS, index tranches, and bespoke structured credit notes. This will show that you’re not just familiar with the theory but can apply it practically.
✨Showcase Your Coding Skills
Since proficiency in C++ and Python is crucial for this role, brush up on your coding skills before the interview. Be ready to discuss specific projects where you've implemented robust models or enhanced analytics libraries. You might even be asked to solve a coding problem on the spot!
✨Collaborate Like a Pro
This role involves working closely with various teams, so highlight your collaborative experiences. Share examples of how you've worked with trading desks, risk teams, or model validation groups to deliver new functionalities or resolve issues. This will demonstrate your ability to thrive in a team-oriented environment.
✨Prepare for Technical Questions
Expect technical questions that test your knowledge of credit products and models. Brush up on topics like default-intensity models and curve construction. Practising explaining complex concepts clearly will help you communicate effectively during the interview.
