Credit Risk Quant Analyst

Leading European bank requires experienced quantitative credit risk analyst to work on the interest rate derivatives trading floor to model and mange the portfolio of credit on traders books. You will have a strong quant background (PHD) and extensive experience in the development of cutting edge credit risk models (particularly those incorporating dynamic volatilities or event risk).  You should have strong implementation skills (C++) and experience of derivative analytics. Working directly with the traders, you will be offered the opportunity to participate financially in the success of the desk. PLease send a Word CV to Tina Kaul at