A unique opportunity has arisen for someone to join a start up Long/short credit fund in New York.
This fund was created in 2009 by former MD/senior prop traders of one of the biggest banks in the world.
They are looking to expand on their impressive growth since it’s foundation and require a Senior Quantiative Analyst to head up their Analytics team.
Primarily this will be building and supporting their analytics library and risk system, candidates who have experience doing this previously will have a substantial advantage over other applicants.
Beyond initial work on their analytics library they are looking for someone who is comfortable in an autonomos role who can contribute in other areas, such as developing trading strategies and working closely with the traders in a dynamic environment.

The ideal candidate will have experience and criteria matching the below.

• Understand bonds, CDS, index, tranche, and credit option pricing models
• Min 4-5 years experience developing risk/pricing analytics, understand how analytics interoperate with the rest of the components of the risk system (UI, DB etc).
• Strong experience in C++, working knowledge of SQL
• Experience with Bloomberg, Markit data connectivity
• Basic understanding of c# and user interface development is a plus, but not essential
• Exceptional Academic background educated to minimum Masters level
• Very good communication skills
• Entreprenuerial flair
• Ambitious personality

This is an exceptional opportunity to be involved in an exciting project at the ground level where unrivalled compensation is possible within a few years.
Keywords:
Quantitative Analyst; Front Office; Credit; CDS; CDO; Derivatives; Financial Engineer; C++; New York; USA; Hedge Fund; Buy Side;
To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137.
www.selbyjennings.com