Flow Credit Quant Analyst/Developer for Tier 1 Bank

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I am working on behalf of a flow desk at a top tier bank who are now actively looking to grow their desk by adding a Quantitative Analyst or Developer to their team. They are looking for a candidate who is currently working as a Credit Quant, but will consider excellent Quant Developers who are looking to increase their modelling exposure. The group is responsible for all quantitative research within the Fixed Income flow business, covering Swaps, Bonds, Short Term, Mortgages and Credit flow, along with other businesses. They work closely with the traders, and are responsible for developing and implementing the models and the trading tools that are used for pricing and risk management. This includes the research of innovative relative value methodologies, curve and market models, providing pricing methodologies and tools for new products and so on.

The successful candidate will possess:

- An MSc/PhD in a Quantitative/Technical Subject
- Some degree of Front Office financial experience
- Experience in Credit or with flow products (either from a research/trading perspective)
- A high level of proficiency in O.O. programming. C++ would be an advantage


(Huxley Associates Limited acts as an Employment Agency and an Employment Business)

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