Credit Derivatives Quant - Pricing Models VP

Join a premier investment bank that sits at the forefront of quantitative finance. We're looking for a highly skilled Credit Derivatives Quant to design and implement cutting-edge pricing models for complex credit products.

This is your opportunity to work in a world-class quant team, where deep product knowledge meets elite technical expertise.

What you'll do:

• Develop and implement credit derivatives pricing models from the ground up

• Contribute to the design and enhancement of model libraries in C++

• Collaborate with trading, risk, and technology teams on real-time pricing and analytics

• Push the limits of quantitative finance with robust mathematical modeling

You should bring:

• Expert-level C++ programming skills

• Strong experience building pricing models for credit derivatives (CDS, CDOs, structured products, etc.)

• A deep understanding of derivatives mathematics and financial theory

• Proven ability to write high-performance, production-grade software

What sets this role apart?

• Work on high-impact quant initiatives with global exposure

• Be part of an elite quant group within a leading investment bank

• Enjoy competitive compensation, cutting-edge tech stack, and a collaborative culture

Location: London
Apply today or reach out to explore this opportunity further.