Front Office Credit Derivatives Structurer

A leading Investment Bank has recently created an opportunity within its front office quantitative team for an credit derivative structurer. The credit derivative structurer will be required to liaise with traders, quant analysts, developers and clients. You will be wholly involved in the whole life cycle, portfolio analysis and optimisation as well as rating agency models. You will also be responsible for structuring and pricing of the whole range of CDO products including CDO squared products as well as working on other structured deals.There will also be an aspect of client interfacing, which requires good presentation and communication skills. The essential requirements include a minimum of a DEA/PhD in a Mathematical / Quantitative subject, 4-6 years in a similar role and in-depth knowledge quantitative models (e.g. BS/Volatility/Stochastic Calculus etc.) and structuring methodologies.German is not reqiured but will be a plus. Please send a Word CV to Tina Kaul at