Snr Structured Credit Quant

Snr Credit Quant (Flow & Structured), (VP), PARIS PARIS Ref: SSCQ-1106 Total to €250k + Benefits Top-Tier Global Investment Bank CDS, Bonds, CLNs, TRS, Credit Index Options, ETFs, CMS, Structured Credit, C++, Python The global Quant Research group at this Tier-1 Investment Bank is seeking an enthusiastic Credit Quant to further develop...

Job Title: Snr Structured Credit QuantAt Millar Associates, we are seeking a highly skilled Snr Structured Credit Quant to join our team. As a key member of our Fixed Income Desk, you will be responsible for developing and testing credit models in an object-oriented language, primarily C++. Your expertise will be crucial in ensuring high-quality standards...

Snr Front Office Quant (Rates, FX, Credit), Paris Paris Ref: FOEQ-0109 Total to: €250k + Benefits Top-Tier Investment Bank Non-linear Rates, FX, Credit, Hybrids, C++ This top-tier investment bank seeks to hire a Quant Analyst to join their front office quant team in Paris. With a modelling background in at least one of the above product...

CDS, CLNs, TRS, Index Options, CMS, Rates-FX-Credit Hybrids, Index options, First-to-default, index & bespoke tranches, DCLNs, Long dated callables, C++ KEY RESPONSIBILITIES: Work closely with Fixed Income Desks and liaise with Risk, Finance & IT teams Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk Develop and...

CDS, CLNs, TRS, Index Options, CMS, Rates-FX-Credit Hybrids, Index options, First-to-default, index & bespoke tranches, DCLNs, Long dated callables, C++ KEY RESPONSIBILITIES: Work closely with Fixed Income Desks and liaise with Risk, Finance & IT teams Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk Develop and...

CDS, CLNs, TRS, Index Options, CMS, Rates-FX-Credit Hybrids, Index options, First-to-default, index & bespoke tranches, DCLNs, Long dated callables, C++ KEY RESPONSIBILITIES: Work closely with Fixed Income Desks and liaise with Risk, Finance & IT teams Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk Develop and...

{"title": "Quantitative Structured Credit Analyst", "content": "Job SummaryWe are seeking a highly skilled Quantitative Structured Credit Analyst to join our team at Millar Associates. As a key member of our Fixed Income Derivatives team, you will be responsible for developing and implementing quantitative models for structured credit products.Key...

Key ResponsibilitiesAs a Quantitative Analyst - Structured Credit at Millar Associates, you will work closely with Fixed Income Desks and liaise with Risk, Finance & IT teams to formalize the needs of traders and financial engineers in terms of valuation, hedging & risk. You will develop and test Credit models in an OO language (mainly C++) and work on...

**About the Role**: **Grade Level (for internal use)**: 11 **The Team**: Structured Credit, within Structured Finance sector provides credit ratings of structured products that are backed by pools of assets, mainly focused on Collateralized Loan Obligation (CLO) transactions. You will report to the Analytical Manager, Structured Finance and be working...

**About the Role**: **Grade Level (for internal use)**: 11 **The Team**: Structured Credit, within Structured Finance sector provides credit ratings of structured products that are backed by pools of assets, mainly focused on Collateralized Loan Obligation (CLO) transactions. You will report to the Analytical Manager, Structured Finance and be working...

Rates (Exotic or Linear), FX Options, Structured Credit, C++ KEY RESPONSIBILITIES: Work closely with Fixed Income / FX Options / or Flow Credit trading desks, and also liaise with Risk, Finance & IT teams Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk Design, develop and test models in an OO language (mainly...

Rates (Exotic or Linear), FX Options, Structured Credit, C++ KEY RESPONSIBILITIES: Work closely with Fixed Income / FX Options / or Flow Credit trading desks, and also liaise with Risk, Finance & IT teams Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk Design, develop and test models in an OO language (mainly...

Rates (Exotic or Linear), FX Options, Structured Credit, C++ KEY RESPONSIBILITIES: Work closely with Fixed Income / FX Options / or Flow Credit trading desks, and also liaise with Risk, Finance & IT teams Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk Design, develop and test models in an OO language (mainly...

Lead Linear Rates Quant (VP, Snr VP), Paris Paris Ref: LLRQ-1006 Total to: €260k + Benefits Top-Tier Investment Bank Yield curve construction, Xccy swaps, Inflation, CDS, European options This top-tier investment bank seeks to hire a senior Quant Analyst for a lead role in their front office quant team in Paris. With a background in at...

About the RoleWe are looking for a talented Structured Finance Specialist to join our team in Paris. As a key member of our European Structured Finance and Covered Bonds department, you will be responsible for analyzing credit risk and providing high-quality credit opinions to our clients.Key Responsibilities:Apply credit risk analysis to new transactions by...

Nexoris, recherche pour son client, secteur Bancaire, un Quant - Risque de crédit (H/F). Sujet de la mission : Conception et optimisation de modèles de risque de crédit, en collaboration avec diverses parties prenantes. Tâches et activités de la mission - Utiliser les langages de programmation R et Python pour créer et optimiser des modèles de...

{"title": "Credit Risk Management Quant", "content": "Job SummaryMillar Associates is seeking a highly skilled Credit Risk Management Quant to join our team. As a key member of our Fixed Income Desk, you will be responsible for developing and testing credit models in an object-oriented language (mainly C++) and working on trading tools.Key...

{"title": "Credit Risk Management Quant", "content": "Job SummaryMillar Associates is seeking a highly skilled Credit Risk Management Quant to join our team. As a key member of our Fixed Income Desk, you will be responsible for developing and testing credit models in an object-oriented language (mainly C++) and working on trading tools.Key...

The global Quant Research group at Millar Associates is seeking an enthusiastic Credit Quant to further develop their analytics for credit cash and derivative products and associated analysis tools to meet the needs of their Traders & Risk Managers.This is a great opportunity to work with traders & quantitative peers in developing a range of Credit products...

Senior Credit Quantitative AnalystMillar Associates is seeking a highly skilled Senior Credit Quantitative Analyst to join our team in Paris. As a key member of our Quant Research group, you will be responsible for developing advanced analytics for credit cash and derivative products, as well as associated analysis tools to meet the needs of our Traders &...