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Job Vacancy Details

IT Quant C++ Java - Credit Risk

Credit Risk Quant Developer

London City

Permanent

Updated November 24, 2008

The role is will be within the Credit Risk Analytics team. The successful candidate will become involved implementing methodologies for Exotic products types as defined by the Head of Credit risk Analytics. Exotic product types will cover all asset classes with particular emphasis on commodities market.

Who we're looking for
Applicants should have the following:

• Strong IT skills with Java, C++
• Sound knowledge of Mathematical Finance
• Experience working within an Investment Bank
• Advanced degree in hard Science or hard Maths
• Ability to interact with Credit Officers, Traders and the Exposure Management team.
All applicants will be expected to complete a technical testing both C++ and Java prior to interview.

About our client
Our client is a well established global bank with a strong presence in the EMEA emerging markets.

What's on offer
£55,000

Michael Page Contact
For further info, apply or phone on 020 7645 1423. Job Ref: 12981541
Your application will be sent to Richard Tricker.