Top Investment Bank #005
Strats business unit is a world leader in developing quantitative models and technologies to solve complex business problems. Flow Credit Strats sits within the firm’s Securities Division and works directly with sales and trading desks to provide commercial solutions in a wide range of areas.
As a Desk Strat on the credit desk, you will be working directly with the firm’s Investment Grade, High Yield, Distressed Credit, Municipals and Latam trading desks. You will be building cutting-edge pricing and quoting models, large-scale real-time risk systems, generating prediction models for capital and liquidity, and developing strategies to optimize client service and risk management.
RESPONSIBILITIES AND QUALIFICATIONS
· Develop large scale quoting and real-time risk systems for credit products
· Build data-driven prediction models for quoting and liquidity
· Build pricing, risk and capital models for bonds and derivatives
· Work directly with traders on strategies to navigate rapidly changing market and risk conditions
Who We Look For
An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.
· Bachelors/MS or PhD in a quantitative field – Applied Mathematics, Physics, Engineering, Computer Science
· Meaningful experience coding in an object oriented programming language
· Excellent written and verbal communication skills
· Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
· Ability to solve problems and to explain underlying ideas
· Mathematical and / or financial background, including a quantitative understanding of probability
· Knowledge of financial markets / basic financial modeling