Senior Credit Quant

il y a 3 semaines

Paris, Île-de-France Millar Associates Temps plein
Job Title: Senior Credit Quant

We are seeking a highly skilled Senior Credit Quant to join our team at Millar Associates. As a Senior Credit Quant, you will be responsible for developing and enhancing our credit analytics library, building front office tools, and providing quantitative support to our Sales and Trading desk.

Key Responsibilities:
  • Develop and enhance our credit analytics library, including models for valuation, risk, and scenario analysis.
  • Build front office tools to support our Sales and Trading desk.
  • Provide quantitative support to our Sales and Trading desk, including risk management and PnL analysis.
  • Mentor and support junior members of the team.
  • Deliver high-quality analytics documentation and test materials.
Requirements:
  • 5+ years of experience as a Credit Quant, covering areas such as CDS, Bonds, CLNs, Repack Swaps & Notes, CMS spreads, Convertibles, Loans, Structured Credit, Credit Index Options, Quanto CDS, etc.
  • Excellent modern C++ skills, with experience in a managed pricing library. Also Python, SQL, etc.
  • Strong communication skills with traders, stakeholders, risk, and IT.
  • Passion for credit, markets, and modeling.
  • Good understanding of Bond basis models, CMS Rate & Forward Swap Rates, and Rates sensitivity of a CDS.
  • Familiarity with Stochastic correlation, Callable bond modeling, etc. and FRTB will be helpful.
  • PhD or Masters in a quantitative discipline.

  • Senior Credit Quantitative Analyst

    il y a 4 semaines

    Paris, Île-de-France Millar Associates Temps plein

    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 &...

  • Senior Credit Quantitative Analyst

    il y a 4 semaines

    Paris, Île-de-France Millar Associates Temps plein

    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 &...

  • Senior Credit Quantitative Analyst

    il y a 2 semaines

    Paris, Île-de-France Millar Associates Temps plein

    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 &...

  • Senior Credit Quantitative Analyst

    il y a 1 mois

    Paris, Île-de-France Millar Associates Temps plein

    Job Summary:Millar Associates is seeking a highly skilled Senior Credit Quantitative Analyst to join our team in Paris. As a Senior Credit Quantitative Analyst, you will be responsible for developing and enhancing our credit quant analytics library, building front office tools, and providing quantitative support to our Sales and Trading desk.Key...

  • Senior Credit Quantitative Analyst

    il y a 4 semaines

    Paris, Île-de-France Millar Associates Temps plein

    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 &...

  • Senior Credit Quantitative Analyst

    il y a 3 semaines

    Paris, Île-de-France Millar Associates Temps plein

    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 support our Traders and Risk...

  • Développeur Quant Senior C++

    il y a 4 semaines

    Paris, Île-de-France Lunalogic Group Temps plein

    Mission IT Quant Senior C++Notre client est une banque d'investissement internationale de premier plan.Au sein de l'équipe R&D en charge des produits de taux / Fixed Income, une mission est proposée en tant qu'IT Quant Senior C++ ou Dev Finance C++.Les candidats doivent disposer de solides compétences en programmation orientée objet C++ et...

  • Senior Credit Manager Energy Europe

    il y a 3 semaines

    Paris, Île-de-France PARK Senior Villas Chandler Temps plein

    Senior Credit Manager Energy, EuropePARK Senior Villas Chandler is seeking a highly skilled Senior Credit Manager Energy, Europe to join our team.Develop and implement credit structures for complex transactions, collaborating with other functions to ensure alignment with overall business objectives.Assess and manage credit risk for Green Assets, utilizing...

  • Senior Credit Manager Energy Europe

    il y a 3 semaines

    Paris, Île-de-France PARK Senior Villas Chandler Temps plein

    Senior Credit Manager Energy Europe Job DescriptionWe are seeking a highly skilled Senior Credit Manager to join our team in Europe. As a Senior Credit Manager, you will be responsible for underwriting credit risk, specifically on Green Assets, while taking into consideration the overall risk-reward-sustainability components of the transaction.You will have...

  • Développeur Quant Sénior C++

    il y a 3 semaines

    Paris, Île-de-France Nexoris Temps plein

    Développeur Quantif SéniorNexoris, un cabinet de conseil expert en transformations métiers et SI, recherche un Quant Développeur Sénior C++ pour une mission de longue durée.Contexte du projetNotre client, une banque de finance et d'investissement, nécessite un expert en calcul distribué pour migrer les calculs de risque et de valorisation vers une...

  • Senior Credit Manager Energy Europe

    il y a 3 semaines

    Paris, Île-de-France PARK Senior Villas Chandler Temps plein

    Senior Credit Manager Energy EuropePARK Senior Villas Chandler has partnered with an international bank-based specialist financial services organisation to find a Senior Credit Manager Energy Europe.Underwrite credit risk, specifically on Green Assets, considering overall risk-reward-sustainability components of transactions. Set up credit/financing...

  • Développeur Quant Sénior C++

    il y a 3 semaines

    Paris, Île-de-France Nexoris Temps plein

    Poste de Quant Développeur SéniorNexoris, cabinet de conseil spécialisé dans les transformations métiers et SI, recherche un Quant Développeur Sénior C++ pour accompagner l'un de ses clients, une banque de finance et d'investissement, dans une mission de longue durée.Compétences requisesExpérience de 8 ans minimum en développement C++ appliqué à...

  • Consultant SENIOR IT Quant C#

    il y a 4 semaines

    Paris, Île-de-France NEXORIS Temps plein

    MissionPour le compte d'un de nos clients, une grande banque d'investissement, nous recherchons un Consultant SENIOR IT Quant C# - SPARK & FIRE (H/F).ObjectifL'objectif de la mission est d'intervenir en tant que développeur Senior IT pour les applications Front-Office Spark et Fire, utilisées pour le calcul de prix indicatifs et de sensibilités sur des...

  • Vendeur de Crédit Senior

    il y a 2 semaines

    Paris, Île-de-France CREDIT INDUSTRIEL ET COMMERCIAL Temps plein

    Présentation du PosteNous recherchons un vendeur de crédit senior pour rejoindre notre équipe de vente dynamique et expérimentée au sein de notre pôle marchés de capitaux, CIC Market Solutions. Vous serez chargé de vendre des obligations financières et corporate à des clients nouveaux et existants dans la région BeNeLux et les pays...

  • Snr Structured Credit Quant

    il y a 1 mois

    Paris, Ile-de-France Millar Associates Temps plein

    Total to: €260k + BenefitsTop-Tier Investment BankCDS, CLNs, TRS, Index Options, CMS, Rates-FX-Credit Hybrids, Index options, First-to-default, index & bespoke tranches, DCLNs, Long dated callables, C++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 least...

  • Développeur IT Quant Senior

    il y a 2 semaines

    Paris, Île-de-France NEXORIS Temps plein

    Offre de Développeur IT Quant SeniorNous recherchons un Développeur IT Quant Senior pour rejoindre notre équipe de développement de solutions financières.ContexteLe candidat sera chargé de mettre à jour la librairie financière "Pandora", de modifier les paramètres de discounting pour suivre les évolutions réglementaires et d'intégrer les règles...

  • Quant Developer C++ Senior

    il y a 1 semaine

    Paris, Île-de-France LunaLogic Temps plein

    ContexteLunaLogic recherche un Quant Developer C++ Sénior pour rejoindre son équipe R&D.Notre client est une banque de financement et d'investissement internationale de premier plan.Vous intégrerez l'équipe R&D de notre client dans le cadre d'une rationalisation des librairies quantitatives.Les outils de pricing sont en pleine évolution :...

  • Analyste Crédit Senior

    il y a 3 semaines

    Paris, Île-de-France NZZone Temps plein

    ResponsabilitésL'analyste crédit senior est chargé de l'évaluation de la qualité de crédit des émetteurs et instruments détenus par les fonds monétaires ainsi que des contreparties de tous les fonds selon une répartition sectorielle par analyste. Il formalise les notes d'analyses sur les sociétés / revues sectorielles, les met à jour sur...

  • Vendeur de Crédit Senior

    il y a 2 semaines

    Paris, Île-de-France CREDIT INDUSTRIEL ET COMMERCIAL Temps plein

    MissionNous recherchons un vendeur de crédit expérimenté pour rejoindre notre équipe de vente dynamique et contribuer au développement de notre franchise crédit.Compétences requisesExpérience réussie de 3 à 5 ans dans la vente de crédit (Investment Grade, High Yield)Excellente compréhension des produits de crédit et des questions...

  • Vendeur de Crédit Senior

    il y a 4 jours

    Paris, Île-de-France CREDIT INDUSTRIEL ET COMMERCIAL Temps plein

    MissionNous recherchons un vendeur de crédit expérimenté pour rejoindre notre équipe de vente dynamique et contribuer au développement de notre franchise crédit.Compétences requisesExpérience réussie de 3 à 5 ans dans la vente de crédit (Investment Grade, High Yield)Excellente compréhension des produits de crédit et des questions...