Credit Derivatives Quant required for a major investment bank.
Good knowledge of Stochastics, pricing, risk evaluation and Monte Carlo. You will be responsible for Buiding models to price and risk manage Structured Credit Derivatives. Responsible for design and developped pricers for the Credit business. Good business knowledge. Strong IT skills also.
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.