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|Quantitative Developer/Credit Derivatives/C++
||New York, US
||EXCELLENT depending on experience
|| Global Investment Bank require a quantitative developer with excellent credit derivatives knowledge and strong C++ skills. This Quantitative Analyst role within the Fixed Income models team, will support primarily the Credit Derivatives businesses, in particular Principal Finance and Global Credit Derivatives. You will possess a solid quantitative background as well as C++, OO design, Solaris and NT skills. You will have sound knowledge of FI products. This person should possess up-to-date valuation and rating models on credit derivatives. This role will interface with the traders and will be stressful. You must be willing to work under pressure. XML or Excel/VBA skills are desirable.
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