- GBP90000 - GBP150000 per annum + competitive
- Londres, Angleterre, Royaume-Uni Londres Angleterre GB
- CDI, Plein-temps
- Huxley Banking & Financial Services
- 06 juil. 18 2018-07-06
Front Office Quant Analyst within either Credit, Rates or Fixed income. Good academic background within Mathematical Discipline e.g. Applied Mathematics and/or Physics
The team is responsible for Flow and Structured Credit Analytics as well as Credit Hybrids and Electronic Trading initiatives.
- Modelling and pricing complex products such as CDOs, CDO of ABS, Long Term Risky Repo, strategy derivatives, LCDS, etc.
- Liaising with structuring team for the analysis and pricing of innovative products.
- Overseeing structuring tools (such rating and optimising ones)
- Ensuring all developed pricers and tools are delivered in our productions systems.
- Participating in the implementation of the new regulatory capital charges (IRC-CRM-FLOOR) and worked on the optimisation of the book.
To find out more about Huxley, please visit www.huxley.com
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Agency in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales