Quantitative Strategist — Credit Derivatives Risk

Dormont Manufacturing Co is seeking a quantitative strategist/analyst for its CDSClear First Line Risk Quant Team in London. The role involves implementing risk model analytics, maintaining reports, and supporting model validation reviews. Candidates should have 2-5 years of experience in a credit derivatives quant team and strong programming skills in C++, with knowledge of Python or R being advantageous.

The position also requires strong documentation skills and the ability to coordinate with various internal stakeholders to ensure smooth production transitions.

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