<?xml version="1.0" encoding="ISO-8859-1" ?>

<rss version="2.0">
<channel>

<title>QuantFinanceJobs.com - Credit Derivatives</title>
<description>The job board for quantitative finance, financial engineering and risk management.</description>
<language>en-gb</language>
<copyright>Copyright 2005-2008 QuantFinanceJobs.com. All Rights Reserved.</copyright>
<link>http://www.quantfinancejobs.com/jobs/credit-derivatives.asp</link>
<image>
	<title>QuantFinanceJobs.com</title>
	<url>http://www.quantfinancejobs.com/assets/images/adverts/quantfinancejobs-button.gif</url>
	<link>http://www.quantfinancejobs.com/jobs/credit-derivatives.asp</link>
	<width>120</width>
	<height>60</height>
	<description>The job board for quantitative finance, financial engineering and risk management.</description>
</image>



<item>
<title>Credit Derivative Quantitative Analyst - New York</title>
<description>Top Investment Bank is seeking a top-notch Credit Derivative Quantitative Analyst with superior mathematic, derivative pricing and C++ skills.  In this front-office role, candidate will support trade desk efforts originating new models and implementing them in C++.  This is not a Developer role. A PhD in a mathematic or science required, in addition to 2-5 years experience in the credit space.  Please speak with Marco for more information regarding this position....</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5306</link>
<pubDate>Tue, 22 Jul 08 21:39:49 +0100</pubDate>
<author>barry@integratedmgmt.com</author>
</item>



<item>
<title>Credit Derivative Quant Analyst - New York</title>
<description>Top Investment Bank is seeking a top-notch Credit Derivative Quantitative Analyst with superior mathematic, derivative pricing and C++ skills.  In this front-office role, candidate will support trade desk efforts originating new models and implementing them in C++.  This is not a Developer role. A PhD in a mathematic or science required, in addition to 2-5 years experience in the credit space.  Please speak with Marco for more information regarding this position....</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5229</link>
<pubDate>Tue, 08 Jul 08 15:51:43 +0100</pubDate>
<author>barry@integratedmgmt.com</author>
</item>



<item>
<title>Quant Analyst, Commodities &amp; Hybrid Exotics - London</title>
<description>Top-tier US Investment Bank
Multi-Asset Quant Research Group

This top-tier US investment bank is looking for a Desk Quant to join a local team of 3 analysts (9 analysts globally) and be responsible for developing and enhancing the firm&apos;s Global Commodities Desk&apos;s pricing and risk management models.  A particular focus will be the support of the fast growing global Commodity and Hybrid exotic trading platform. Experience in supporting a derivatives trading desk...</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5198</link>
<pubDate>Thu, 03 Jul 08 09:37:29 +0100</pubDate>
<author>banking@millarassociates.com</author>
</item>



<item>
<title>Quantitative Analyst for Risk Mgmt - New york</title>
<description>Top tier investment bank seeks Quantitative Analyst for Risk Analytics Group.  This group is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk. Credit risk projects include development of pricing and simulation models for interest rate, equities, commodities, FX and credit derivatives.  Hedge fund risk management projects involve the development of methodologies to measure specific risk and will require ...</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5152</link>
<pubDate>Tue, 24 Jun 08 18:34:35 +0100</pubDate>
<author>ian@comprehensiverecruiting.com</author>
</item>



<item>
<title>AVP:  Credit Derivatives Pricing / Valuation - New York</title>
<description>As part of the Product Control function ensure proper valuation of Structured Credit and ABS products.

Responsibilities:

•To analyze pricing components of derivatives products, including cds, credit linked notes, collateralized synthetic obligations, index (full and tranched)
•Ensure all aspects of the valuation (i.e. correlation, recovery rates, restructuring types, spreads) are being accurately reflected on the risk systems.
•Co-ordinate with the Middle ...</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5058</link>
<pubDate>Fri, 06 Jun 08 20:08:08 +0100</pubDate>
<author>info@ashtonlanegroup.com</author>
</item>



<item>
<title>VP - Market Risk Quant - New York</title>
<description>Prestigious Investment Bank is looking to add a VP level Market Risk Manager to their Quantitative Risk Group.  The successful candidate will have a solid market risk background with front desk coverage experience along with a strong quant background and portfolio risk management experience.

On a daily basis this person will be responsible for leading a group of quantitative finance specialists in Quantitative Risk Methodologies.  They will also be responsible ...</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5045</link>
<pubDate>Fri, 06 Jun 08 15:09:31 +0100</pubDate>
<author>ian@comprehensiverecruiting.com</author>
</item>



<item>
<title>Senior VP Quantitative Developer - Credit Derivitives / C++ - London - Top Tier Investment Bank</title>
<description>A Tier 1 investment bank is seeking to hire a senior VP within their quantitative development global analytics team.  

The role will involve management, quantitative analysis and system migration and development, including Financial engineering,  front to back processing, trade capture, risk management and internal system architecture.  

The project is quantitative; involving structured credit exposure. It is positioned within the analytics team.  

The ro...</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5031</link>
<pubDate>Wed, 04 Jun 08 19:15:56 +0100</pubDate>
<author>j.kennedy@pathwayresourcing.com</author>
</item>



<item>
<title>Quantitative Analyst - Top Tier Investment Bank - Competitive Salary - London</title>
<description>Prestigious top tier investment bank is seeking a Quantitative Analyst on the model validation team for credit derivatives.

This role involves pricing and risk management, model validation and trade approval concerning model issues, including the testing of pricing models used for the calculation of the Bank&apos;s official P&amp;L and risk figures.  

Candidates will need a good quantitative BSc, MSc and/or PhD in Maths, Physics or Engineering, Good IT skills (C++), ...</description>
<link>http://www.quantfinancejobs.com/jobdetails.asp?JobID=5015</link>
<pubDate>Tue, 03 Jun 08 09:09:44 +0100</pubDate>
<author>n.jayasinghe@realresourcing.com</author>
</item>



</channel>
</rss>