Rates/Credit Quantitative Analyst

A US Hedge Fund are looking for a bright and creative mind to further strengthen their front office modeling and analytic support to their London office.
The successful candidate will be expected to work alongside with traders and work effectively with other quants.

Position Description: The primary responsibilities will be in the area of interest derivatives and will include - Developing pricing models and hedging analytics for existing and new products
- Developing FO analytics for trade pricing, and risk monitoring
- Providing analytic contents in joint projects with risk management and technology groups
- Participating in developing models for asset classes other than interest rate derivatives as the opportunity arises
Position Qualifications - Experienced with interest rate or credit methodologies; and pricing models
- Strong programming skills in C++ or C#
- Prior front office experience is preferred
Education Qualifications Ph.D degree in Computer Science, Mathematics, Quantitative Finance, Engineering, Physics, or other quantitative disciplines.
Excellent candidate with Master's degree will also be considered.