Credit Quantitative Research - Vice President
London, London, GB, EC4R 3AB
GBP 110K-140K (estimate) Executive-level Full Time
Tasks
- Analyze and explain model outputs
- Collaborate with trading structuring and risk teams
- Compute initial margin analytics
- Create credit derivative valuation analytics
- Develop XVA models
- Develop pricing models for structured credit derivatives
- Perform regulatory capital analytics
Perks/Benefits
- N/A
Skills/Tech-stack
Credit derivatives | Derivatives analytics | Financial Mathematics | Initial Margin | Quantitative modeling | Regulatory Capital | Structured credit | Structured credit derivatives | XVA
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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