Global Banking & Markets, FICCs Exotic Credit Desk Strats - Analyst, Associate - Paris
Core
Design and build pricing and risk models for bonds and exotic credit derivatives, developing scalable risk systems for client solutions.
Role type
Quantitative strategist (credit derivatives)
Builds
Pricing and risk models for credit derivatives and bonds; scalable risk and scenario systems
Domain
Financial services / Exotic credit derivatives
Deliverable
production ML models
Required skills
Quantitative modeling, hazard-rate modeling, correlation modeling, volatility modeling, object-oriented programming, model validation, P&L explanation
Preferred skills
None stated
Technologies
None stated
Responsibilities
Build and maintain pricing and risk models for credit derivatives and bonds; Develop and calibrate credit models; Work with sales, structuring, and traders on strategies; Develop robust, scalable pricing libraries and risk systems
Seniority
Analyst/Associate