Credit Quantitative Analyst

Job description

We are seeking a highly skilled and experienced VP Quantitative Analyst to join our Spread Products Credit Quant Team in New York. This is a crucial role at the forefront of our business expansion, where you will support our market-making capabilities in new and innovative credit structures. You will be responsible for the end-to-end development of sophisticated models and their high-performance implementation within our C++ library, directly impacting our trading capabilities and product offerings. Key Responsibilities: Model Development & Implementation: - Design, develop, and implement sophisticated mathematical models for credit contingent securities and numerical methods. - Implement and maintain the models, robust and efficient numerical methods for pricing, valuation, and risk management within the existing C++ quantitative library. - Enhance and maintain the analytics infrastructure, ensuring the high performance, accuracy, and scalability of all models. Collaboration & Support: - Collaborate closely with trading, structuring, and technology teams to understand business requirements and deliver cutting-edge quantitative solutions. - Provide expert quantitative support to fr...