Your Responsibilities
As a < Credit Quantitative Analyst >, your key responsibilities will include:

Design, develop, and maintain pricing models for flow credit products and structured credit derivatives, including CDS, loans, repo, CLNs, and CDOs.
Build and enhance risk analytics frameworks to measure market, credit, and counterparty risk.
Develop pre‑trade analytics, relative value measures, and electronic trading algorithms to support and optimise trading decisions and performance.
Analyse large volumes of market and reference data to identify trends, automate trading signals, and calibrate model parameters.
Implement advanced quantitative models within a high‑performance C++ analytics library and take ownership of the production codebase.
Ensure all models and analytics adhere to internal risk frameworks and external regulatory requirements, supporting governance, validation, and audit processes.
The Skills you’ll need
In order to be successful in this role, you must have the following skills & experience:

Solid understanding of credit markets, stochastic calculus, probability theory, and numerical methods.
5+ years in front-office investment banking or buy-side hedge fund roles, focusing on fixed income or credit.
Strong C++ and/or Python programming and model implementation skills.
Strong mathematical background and analytical skills.
Excellent interpersonal and communication skills. Ability to articulate ideas and make recommendations. The candidate should be able to present their findings to audiences with varying levels of technical background.
The candidate will hold a Bachelor’s / Master’s degree in a STEM (Science, Technology, Engineering and Mathematics) subject from a premier academic institution. Candidates from top IITs, NITs, BITS will be preferred.

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