2 of 2 Credit Derivative Jobs

Quantitative Developer - Credit Derivatives Location New York Business Area Product Ref … # Description & Requirements Bloomberg FX/Commodity/Credit Quant Analytics Team Join Bloomberg's Quant Analytics team, where we design and deliver cutting-edge models for derivative market data, pricing, and risk. Our work powers everything from the Bloomberg Terminal (used by 300,000+ clients) to trading systems, enterprise risk management, and valuation services. We're … looking for a Quant Developer with strong C++ skills and deep expertise in credit derivatives to help us push the boundaries of analytics. What You'll Do 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 More ❯

Location: London - Bishopgate 2/3 days per week/the rest WFH Duration: 6 months rolling contract Summary The candidate will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team: is to produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team … XVA pricing and modelling Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM Collateral desk for discounting, SIMM and IMVA with CCPs Trading and Risk Management for Credit derivatives. The quant team closely works with the business to study and assess the models' behaviour and performance. It also plays a significant role in several strategic XVA and More ❯