Principal/Head - Quant Strategist - Asset Backed Securities

Your responsibilities will include:

- Understand Portfolio and Risk management of various Insurance Strategies (ISG/ISGI) and Credit Funds

- Build analytical tools for risk analysis or develop software library that prices derivatives and calculates risks in C++/Python, designing efficient numerical algorithms and implementing high performance computing solutions;

- Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firm's risk platform;

- Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from today's production staples to future disruptive innovations;

- Support end users of the library and communicate with desk-aligned quant teams and technology groups

QUALIFICATIONS AND EXPERIENCE: (Academic, Professional, Experience)

Required qualifications, capabilities, and skills:

- Deep expertise in credit market dynamics including cash, synthetics, and structured products alongside Securitized Products or Asset Backed Finance

Experience: 15+ years

- You have an advanced degree in quantitative subject (such as comp science, mathematics)

- An advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics.

- You demonstrate proficiency in code design and programming skills, with primary focus on C++, but also Python and you can also turn your hand to other tools and technologies as required.

- You're passionate about software design and writing high quality code;

- You demonstrate quantitative, problem solving, research and analytical skills

- You have strong interpersonal skills - you listen and communicate in a direct, succinct manner

Preferred qualifications, capabilities and skills:

- You bring computer programming experience such as use of C++/Python

- You demonstrate quantitative and problem-solving skills;

- Experience of financial markets and familiarity with general trading concepts and terminology

- Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations.

- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;

- You're attentive to detail and easily adaptable;

- You're enthusiastic about knowledge sharing and collaboration