Credit Derivatives Quant required for a major investment bank.
Good knowledge of Stochastics, pricing, risk evaluation and Monte Carlo. You will be responsible for Buiding models to price and risk manage Structured Credit Derivatives. Responsible for design and developped pricers for the Credit business. Good business knowledge. Strong IT skills also.
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503
