7 of 7 Credit Derivative Jobs in London

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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

J.P. Morgan is seeking a Trade Support Analyst in Credit Derivatives Client Services to provide lifecycle support for CDS trades, ensuring accurate booking, reconciliation, and timely progression through processing milestones. The role collaborates with sales, operations, technology, and external parties to maintain a high-quality client experience, focusing ...