Quantitative Analyst – Credit Derivatives

Bloomberg
New York, NY
Category Finance
Job Description
Quantitative Analyst – Credit Derivatives: Build and enhance credit derivatives pricing models in C++. Optimize performance and accuracy of existing market data and pricing engines. Partner with engineers, and product teams to bring models into production.

Requirements

  • 7+ years in credit derivatives modeling
  • Strong knowledge of credit instruments (CDS, CDX, iTraxx, tranched credit)
  • Advanced programming skills in C++ (plus Python)
  • Solid grasp of mathematical finance, and numerical methods in derivatives pricing
  • Proven ability to collaborate in a multi-developer, cross-functional environment
  • Excellent communication skills

Benefits

  • Medical
  • Dental
  • Vision
  • Short and long term disability benefits
  • 401(k) + match
  • Life insurance
  • Wellness programs
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