Credit Quantitative Research - Associate/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 risk management
- Develop and implement models for valuing structured credit derivatives
- Develop models for XVA
- Perform analytics for initial margin
- Perform analytics for regulatory capital
- Solve business problems using quantitative models
Perks/Benefits
- N/A
Skills/Tech-stack
Credit derivatives | Derivatives | Financial Mathematics | Initial Margin | Model analytics | Quantitative modeling | Regulatory Capital | Structured credit | Structured credit derivatives | XVA
Education
Roles
Analyst | Quantitative Analyst | Quantitative Researcher | Researcher
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