Credit Model Quant Analyst - C# / C++ , SIMM
I am currently working with a leading Investment Bank who are looking for an experienced Quantitative Analyst to join their Front Office Credit Team.
You will be working directly with the business, developing Credit Derivative Pricing models and integrating them into the library and framework using C# and C++ .
You will also be working with the Isda SIMM model.
- Strong Credit Derivative knowledge, specifically around Pricing
- knowledge of the SIMM model would be highly advantageous
- Very strong C# and/or C++ programming skills
- Strong mathematical skills including Monte Carlo and Optimisation Algo's
- Strong business facing skills
- Ability to work autonomously and as a part of a time
For further information please get in touch for an informal chat.
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