If you are looking for your next move and you have found the market for Quants with a Credit Derivatives background quiet, here is the opportunity you have been waiting for.

This group are responsible for the modeling and analytics activity for the business across asset classes. This encompasses both vanilla products as well as structured products and includes all derivatives and relative value modelling across all asset classes globally. The models put together by the group are for pricing and structuring of new trades as well as the risk-management of their trade portfolios. The models produced by the group are the primary models used for marking the firms profit & loss. All models are independently validated by the Risk Management and Measurement department.

They have a global presence in London, NY, Hong Kong, and Tokyo. Businesses that they produce models for include Interest Rate Products, Credit Derivatives, Commodities, Equity Derivatives, Convertibles, Global Foreign Exchange, Emerging Markets, The CDO business, Mortgage Derivatives, Fund Linked Products and Life Insurance.

The group's mandate spans many businesses, it is uniquely positioned to benefit from the cross-fertilisation of ideas and to provide a consistent modelling approach across all areas.

My client is looking to recruit for outstanding individuals, as Financial Modellers in their specialist modelling teams Credit Derivatives, Foreign Exchange and Emerging Markets.

Job Description

As a Financial Modeller, you will be responsible for the design, implementation and delivery of sophisticated mathematical models for the valuation of complex derivatives, as well as supporting the use of the existing models throughout the bank. You will typically hold an advanced quantitative degree, have strong programming skills and be a confident communicator.

As the group is based on the trading floor, it is immersed in a highly interactive environment and is ideally placed to effectively respond to the needs of the trading floor and contribute to the genesis of new financial products. The ideal candidate will have excellent communication skills in order to ascertain and convey the exact details of such products.

Programming experience and exposure to algorithms is generally desirable and essential for certain areas in the businesses.

You should be a team-player with a positive co-operative attitude.

My client has the sign off for these positions, 4 in London and 2 in NY and is keen to start interviewing now.

To be considered further please submit your word formatted CV to jh@capitalchase.com

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