IT Credit Markets is looking for a Quant Developer to join its team.
Role involves a lot of analysis of credit contingent cashflows for bonds and CDS, analyzing instruments like index CDS, synthetic CDOs, CSOs, CDS basis trades, Digital CDS, Bespoke Tranches, etc. Models are complicated and a solid understanding of credit markets and structured credit products are key.
Skill Set Requirement:
- Strong Excel/VBA
- .NET a plus
- Scripting language (like Perl)
- Knowledge in Credit Derivatives