Summary

Associate desk strat role focused on pricing and risk models for credit derivatives, bonds and total return swaps. The work spans structured credit, model calibration and scalable risk systems, and is based onsite in London.

Responsibilities

• Build pricing and risk models for credit derivatives
• Maintain models for bonds and total return swaps
• Develop and calibrate credit models
• Create scalable pricing libraries and risk systems
• Support structured credit transactions with trading teams
• Produce end-of-day risk and explain pnl