Quant Analyst – Credit Flows, Derivatives, Structured TRS

Huxley Associates
1 March 2024
London, UK


Quantitative Analyst - Credit Flow A client I'm working with is a major hedge fund organisation who is seeking a Quant analyst/Developer on a long term contract based in london. Key Responsibilities: Design, implement, and validate models for total return swaps on portfolios of loans. Collaborate closely with other quantitative analysts and technologists. Present analytical and modelling results to end users and other quantitative analysts. Qualifications: Strong degree in Mathematics, Physics, Statistics, Financial Engineering, Quantitative Finance, or a related discipline. Minimum of 5 years' experience in a similar role in the financial industry. Strong expertise in credit derivatives - ideally with exposure to some of: Loans, Convertibles, Vanilla and Structured TRS Strong programming skills in modern C++ including C++11/C++14/C++17 features. Experience with other programming languages (Python, R, etc.) is a plus. This role offers hybrid working with two days per week in the London office. The client is paying £(Apply online only)PD inside IR35 Subject to experience and interview performance. (With the Potential to negotiate) If this role is of interest, please reply with your up-to-date CV and I will be in touch if suitable. Best Regards, Please click to find out more about our Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement. To find out more about Huxley, please visit Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC(phone number removed) England and Wales


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