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Credit Risk Quant

  • Location:

    City of London

  • Sector:

    Compliance, Cyber Security

  • Job type:


  • Contact:

    Octavian Donnelly

  • Contact email:

  • Contact phone:

    020 3778 0874

  • Job ref:


  • Published:

    7 months ago

  • Expiry date:


Our Client

Our client is a financial group with specialises in a vast array of services, ranging from wealth management to investment banking. They are now looking for a Specialist, Credit Risk Quant to join the London office.

The successful candidate will be part of the firm's Financial Engineering team, and work more specifically in the interest rate/credit/XVA quant sub-team, all within an advanced C++ framework. The appointee will be reporting into the firm's Head of IR/Credit/XVA in the Financial Engineering team.

Main Duties

Key responsibilities for this position will include, but are not limited to:

  • Supporting and cooperating with the firm's interest rate/credit desks

  • Interacting with trading desks (IR and credit) and providing support with the implementation of new mathematical pricing models as well as new products for trading

Your Profile

  • Strong academic background (MSc or PhD ideal) in Applied Mathematics, Physics or Engineering preferable

  • Knowledge in C++ coding

  • A good knowledge of Windows and Unix operating system beneficial

  • Also beneficial: a good knowledge of Murex and/or FIS frameworks

  • Strong knowledge in mathematical finance, stochastic calculus and numerical methods, with a particular emphasis on interest rate/credit derivative fields

  • Previous experience in financial engineering, ideally with a focus on interest rate/credit/derivative products and/or XVA calculations

For more information about this position, please get in touch with Octavian Donnelly.
Phone: 020 3778 0874
Reference Code: 11396

About Rutherford

Rutherford is a boutique search firm located in London. Our consultants are the executive specialists in compliance recruitment, and also in financial crime, legal and cyber security, all within the financial and professional services sectors in the United Kingdom and New York. We use our carefully curated relationships, networks and market knowledge to find the best fit for the clients in hand. We work with a wide range of clients, spanning from advisors, management consultants, corporate and commercial banks, brokers, exchanges, MTFs and financial tech, through to global investment managers, hedge funds, private equity firms, investment banks and technology firms. We began as a compliance recruitment firm in London and expanded to offer new resourcing expertise across legal and cyber recruitment. We have been a leading legal and compliance search agency in London for a decade and are excited about bringing our expanded offering into the technology area.