Equity/ Credit Hybrids Quant

Leading Credit Derivatives business seeks a mid-level equity derivatives quant to join the group in NYC.You will work with an industry leading team, specifically on the expansion of the hybrid credit business. Product coverage will include: Basket CDO products with equity triggers; single name equity/credit hybrids; capital structure arbitrage. The emphasis will be on the development of innovative and profitable strategies for the prop trading and structured products businesses.  You will have: 3 to 5 years of experience in a front office exotic equity derivatives quantitative position; PhD/DEA/MSc in a numerate subject; strong programming skills in C/C++; communication skills and self-confidence developed through direct trader exposure.  No prior experience in credit derivatives is required (although not ruled out). This position is to be the exotic equity expert in a leading credit derivatives team. You will 'explain to the crecit team how things are done in 'equity-land'. Please send a Word CV to Tina Kaul at