Quantitative analysis · Credit

You build the mathematical models a bank uses to price complex credit products and measure their risk. You sit in the Credit Quantitative Analytics team, a front office group that works alongside the people who trade and deal with clients.

This role supports the Credit Solutions business, which deals in tailored credit products such as derivatives that combine credit with other markets, structured notes and structured financing deals. The team's models are used to quote prices to clients, to manage the risk of trading positions and to value the bank's books. The role is based in London or New York.