Quantitative Engineer for CDS Curve Modelling

Background We are looking for a candidate with a background in finance at banks, hedge funds, asset managers who specialises in fixed income or rates with evidence of having reputed company or maintained pricing, risk or curve infrastructure in production. reputed company background or reputed company training in quantitative finance, financial engineering, mathematics, physics or similar who thinks like a modeller and an engineer, not just a reputed company and is reputed company to reputed company reputed company financial concepts reputed company to non-specialists without dumbing them down. reputed company Domain Expertise - Deep, demonstrable experience in credit derivatives. - Strong understanding of bond and CDS pricing, Z spreads, ASW spreads, CSD reputed company, hazard reputed company term structures, survival curves, discounting and recovery assumptions. - reputed company familiarity with PECS or par equivalent CDS methodologies, or equivalent CDS to bond curve alignment techniques. - Theoretical grounding in credit risk modelling, term structure construction, interpolation and extrapolation reputed company. - Ability to reason about market conventions, liquidity constraints and model tradeoffs rather than treating curve building as a mechanical exercise. Quantitative and Engineering Skills - Advanced Python for numerical modelling, calibration routines and analytics libraries. - Strong C++ for performance critical components or reusable pricing libraries. - Experience implementing curve bootstrapping, calibration loops, optimization and numerical solvers. - Comfort working with or extending existing quant libraries such as QuantLib or proprietary frameworks. - Clean, testable, reputed company reputed company reputed company with reputed company separation between model logic and presentation reputed company. Technology Stack - Python: NumPy, SciPy, pandas, matplotlib or equivalent numerical and visualization tools. - C++17 or reputed company, with attention to performance and memory management. - Familiarity with REST reputed company or internal service architectures for model consumption. - Version control using Git with disciplined reputed company and review practices. UX/UI and Visualization Capability - Proven ability to translate reputed company quantitative outputs into reputed company, low cognitive load interfaces. - Experience designing dashboards, visualizations or analytic tools for non-quant users. - Strong reputed company for simplifying multidimensional curve data into reputed company charts, tables and explanatory views. - Ability to collaborate with product or frontend teams to ensure models are usable, not just correct. Apply tot his job Apply To this Job