9 of 9 Credit Derivative Jobs

Title Credit Quantitative Strategist Location London Corporate Vice President Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. Credit Strategic Analytics is part of Deutsche Bank GSA and is responsible for delivering quantitative analytics, modeling, pricing and risk management to the Credit Trading Business. You will be joining the Credit Strats team, with a specific focus on the Structured Credit and Credit ...

Title & Location Credit Quantitative Strategist Location London Corporate Vice President Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. Credit Strategic Analytics is part of Deutsche Bank GSA and is responsible for delivering quantitative analytics, modeling, pricing and risk management to the Credit Trading Business. You will be joining the Credit Strats team, with a specific focus on the Structured Credit and Credit ...

trader support tools. The Engineer will help develop and maintain the in-house pricing modes to support trading in Fixed Income, Commodities, Credit, and FX. Responsibilities: Work closely with Quants globally and participate in the development of our in-house … pricing modelsHelp with the overall design of the pricing models within the firmQuant Analysts Must Ideally Have: Substantial experience with developing Credit Derivative pricing modelsIn depth understanding of credit products, including CDS, Credit index and Options, CDO Tranches, Corporate Bonds. Knowledge of other ...

PERMANENT| 115,000.00PER ANNUMRECRUITER: | Simon Blau Counterparty Credit Risk Quant - Vice PresidentCity of LondonHybrid (3/2 split)PermanentUp to 115,000cer Financial are working alongside an exciting, mid-tier bank, who are based in the City of London. They are seeking a Counterparty Credit Risk … analytics within financial services. Solid understanding of CCR metrics, including Potential Exposure, Wrong-Way Risk, and Stress Testing. Extensive knowledge of Fixed Income and Derivative products, including Bonds, Repos, and IR/FX/Credit derivatives, and their associated risks. Hands-on experience with risk models such ...

Looking For Quanteam UK are seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk (CCR), Collateral & Credit Quantitative Research team. The team's mandate is to produce quantitative modelling and innovative solutions across XVA, Counterparty Risk, Collateral … Credit topics. The team works closely with a broad range of business functions, including the XVA and Scarce Resources desk for XVA pricing and modelling, the Risk department for Internal and Regulatory CCR, Accounting XVA and SIMM, the Collateral desk for discounting, SIMM and IMVA with CCPs ...

Deutsche Bank is seeking a Credit Quantitative Strategist in London to join the Credit Strats team within GSA. You will develop and implement cash and exotic credit derivatives pricing, and integrate them into the Kannon analytics and risk platform. The role requires front office … credit experience, strong C++/Python, and collaboration with trading, technology and operations. The bank offers hybrid working, a competitive salary, a pension, generous holidays and a range of flexible benefits. #J-18808-Ljbffr ...

routes, with central London just 15 minutes away by train. The Team: FICC Electronic Trading supports eTrading businesses across Fixed Income, Currencies & Commodities. Credit eTrading sits within FICC eTrading and is focused on the electronic trading of corporate bonds and credit derivatives. The team is global … contact for traders/quants in London & Paris. This Lead Software Engineer role sits within the FICC Electronic Trading technology team, focused on Credit eTrading. Alongside supporting the continued existing Credit eTrading technology stack, you will lead the buildout of shared services for eTrading across FICC. ...

ROLE SUMMARY:CDSClear is LCH's credit derivatives clearing service, clearing Credit Default Swaps across European, APAC and US indices and single names for clearing members and clients, with options clearing also forming part of the service offering. The Business Programme Manager is a senior delivery … approach, with sound judgement, resilience and a strong focus on outcomes, collaboration and accountability. Desirable experience and capabilities Detailed knowledge of the credit derivatives trade lifecycle, including clearing and post-trade events. Experience delivering external product launches with dependencies on clearing members, clients or other external partners. Knowledge ...

ROLE PROFILE:CDSClear is responsible for clearing Credit Default Swap (CDS) indices, single names and options across European, US and Asian markets. Risk is a core capability of the service, supporting intraday and overnight batch margin calculations, member‐facing what‐if simulations, and pricing analytics. This contract role … GitLab, JUnit, Mockito, CucumberGit-based source controlPreferred/Nice to HaveExperience working alongside C++ or other native analytics librariesFamiliarity with derivatives products, particularly credit derivativesExposure to cloud or hybrid environments (e.g. AWS)Infrastructure-as-code or deployment automation (e.g. Terraform, Ansible)Monitoring and observability tooling in enterprise environmentsWhy ...