12 of 12 Credit Derivative Jobs

Credit Quant Analyst

Hiring Organisation
Quant Capital
Location
London, UK
Employment Type
Full-time
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 ...

Trade Validation SME

Location
City Of London, England, United Kingdom
Product Control/Trade Validation function within a leading global Investment Bank. The team provides independent control of trading activity, ensuring Credit Derivative transactions are accurately represented from Front Office trade capture through the full Front-to-Back (F2B) lifecycle and into post-trade systems . This … senior SME role combining deep Credit Derivatives expertise, Trade Validation/Operations knowledge and Change & Transformation experience . This role is based in London. This role will be Via Umbrella. Working in a Hybrid Model of 2-3 days a week on site. Key Skills ...

Trade Validation SME

Hiring Organisation
Lorien
Location
London, South East England, United Kingdom
Employment Type
Full-Time
Salary
Salary negotiable
Product Control/Trade Validation function within a leading global Investment Bank. The team provides independent control of trading activity, ensuring Credit Derivative transactions are accurately represented from Front Office trade capture through the full Front-to-Back (F2B) lifecycle and into post-trade systems . This … senior SME role combining deep Credit Derivatives expertise, Trade Validation/Operations knowledge and Change & Transformation experience . This role is based in London. This role will be Via Umbrella. Working in a Hybrid Model of 2-3 days a week on site. Key Skills ...

Emerging Markets Portfolio Market Risk Analyst

Hiring Organisation
Robert Walters
Location
London, South East England, United Kingdom
Employment Type
Full-Time
Salary
£70,000 - £110,000 per annum
Emerging Markets, including the market dynamics and risks affecting EM portfolios. Strong product knowledge, ideally spanning EM FX, local rates, sovereign or corporate credit, derivatives and/or commodities. Familiarity with risk and valuation concepts, including VaR, sensitivities, stress testing, scenario analysis and pricing. Practical programming skills ...

Quantitative Risk Strategist: Model Analytics & Validation

Location
Greater London, England, United Kingdom
model governance within its CDSClear First Line Risk team. The ideal candidate will have 2-5 years’ experience in a front office credit derivatives quant team, with in-depth knowledge of various CDS instruments. Strong coding skills in C++, coupled with excellent communication abilities, are essential. This role ...

Software Development Manager

Hiring Organisation
London Stock Exchange Group
Location
London, UK
Employment Type
Full-time
deliver high impact production change. Manage third-line support of Production and Test systems. Candidate Profile/Key Skills: System design knowledge applicable to Derivative Trade Capture or Front‐to‐Back processing systems or similar. Will need to be able to lead all aspects of the engineering of external … executed in iterations over multiple years. Strong verbal and written English skills. It would help us if you have: Knowledge of Credit Derivative Trade Capture and Life-cycling as well as knowledge of Derivative Clearing. Embraced AI development tools in a team environment to successfully accelerate ...

Principal Risk Datastore Engineer | Financial Service

Hiring Organisation
Twenty Recruitment Group
Location
City of London, London, United Kingdom
Employment Type
Contract
Inside IR35 Budget: To be discussed with suitable candidate Role: We are partnering with a leading Financial Markets organisation providing clearing services for credit derivatives across global markets, seeking a Principal Risk Datastore Engineer to lead the design and delivery of a mission-critical risk data platform. This ...

Principal Risk Datastore Engineer — London (Contract)

Location
City Of London, England, United Kingdom
location (3 days onsite per week). You'll lead the design and delivery of the risk datastore, guiding architecture and implementation for credit derivatives clearing across global markets, and collaborating with cross‐functional teams. #J-18808-Ljbffr ...

Principal Risk Datastore Engineer | Financial Service

Location
City Of London, England, United Kingdom
Inside IR35 Budget: To be discussed with suitable candidate Role: We are partnering with a leading Financial Markets organisation providing clearing services for credit derivatives across global markets, seeking a Principal Risk Datastore Engineer to lead the design and delivery of a m... #J-18808-Ljbffr ...

Counterparty Credit Risk Quant - Vice President

Hiring Organisation
CER Financial
Location
London, UK
Employment Type
Full-time
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 ...

CDSClear Risk Analyst

Location
Greater London, England, United Kingdom
impacting CDSClear Risk Run.**Candidate Profile/Key Skills**Quantitative strategist/analyst with 2-5 years experience working in a front office credit derivatives quant team. In depth knowledge of credit derivatives including one or more of (CDS Single name, CDS Index, CDS Index tranches … Index Option, Credit CVA/XVA). Experience in coding in production quant libraries written in C++ (additional experience in Python or R an advantage). Educated to Master’s or PhD level in Mathematics, Statistics, Physics or related field. Rigorous and organised with excellent communication skills, able ...

Business Programme Manager, CDSClear

Location
Greater London, England, United Kingdom
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 role … 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 ...