About Our Job
We are seeking a highly skilled Credit Derivatives Quant Engineer to join our team. In this role, you will be responsible for developing and maintaining analytical tools that price and manage the risk of high-volume credit products.
This includes bonds, credit default swaps, indexes, ETFs, as well as lower volume structured products that typically require more involved stochastic modeling of their value.
This position offers a comprehensive end-to-end view of the credit business throughout the entire trade lifecycle. You will work within a team of finance professionals supporting global market activities.
Main Responsibilities:
* Build and improve pricing analytics and related tools following good development practices and sharing knowledge with the team
* Enhance and support analytics used by trading desks to help them manage valuation and risk on their books
* Support booking systems by identifying fixing issues in analytics library keep traders informed
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About The Team
We are a transversal team based in Lisbon Porto composed by financial engineers researchers performing quantitative engineering on diverse cross asset topics equity interest rates credit FX XVA We work on innovative models contribute to pricing libraries maintain architecture closely-knit systems driving booking valuation framework The Main Activities Are
1. Buildnbsp;andnbsp;improvepricinganalyticsandrelatedtools,followinggooddevelopmentpracticesandsupportingsharingknowledgewiththeteam/li>,
2. Enhanceandsupporttheanalyticsusedbythetradingdeskstohelpthemmanagevaluationandriskontheirbooks/li>,
3. Supportbookingsystemsbysupportidentifyingfixingissuesinanalyticslibrarykeeptersinformed/ul> -----------------------------------