Credit Quant- Financial Services

Vice President – Credit Quant A global investment bank is looking to hire a Non‑Linear Credit Quant to sit with the front office and take ownership of pricing and risk models for the credit trading business.

Vice President – Non‑Linear Credit Quant
London

A leading global investment bank is looking to hire an experienced Non‑Linear Credit Quantitative Developer to sit with the front office and take ownership of pricing and risk models for the credit trading business. This is a hands‑on role working very closely with traders, structurers, XVA and risk, focused on building and industrialising models in a shared analytics library.

The role

You will:

• Design, implement and maintain pricing and risk models for non‑linear credit products, including single‑name CDS and options, index CDS and options, index tranches and bespoke structured credit notes.

• Enhance and extend the front‑office analytics library (primarily in C++ and Python), ensuring robust implementation, numerical stability, performance and test coverage.

• Contribute to default‑intensity, copula and portfolio‑credit models used for complex payoffs, as well as curve construction and calibration for credit and related markets.

• Collaborate daily with trading, XVA, risk, model validation and technology to deliver new functionality, resolve model issues and support new product initiatives.

• Participate in the full model lifecycle: specification, prototyping, implementation, testing, documentation and production roll‑out, including regression testing and continuous integration.

What we’re looking for

We are looking for someone who:

• Has substantial front‑office experience (typically 7–12+ years) as a quantitative analyst or quantitative developer supporting derivatives trading desks.

• Has strong expertise in at least one non‑linear asset class (credit, structured credit, or closely related exotics such as equity/rates exotics) and is comfortable working with complex payoffs and risk profiles.

• Is highly proficient in modern C++ for production‑grade library development, with solid Python skills for prototyping, testing, analysis and tooling.

• Has a solid understanding of credit products and models: CDS, credit indices, index tranches, portfolio credit models (e.g. copulas), default‑intensity models, credit curve construction and calibration.

If you meet the above set criteria, please apply or send a copy of your CV to hadjra.sohawon@robertwalters.com.

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