Quantitative Risk Strategist: Model Analytics & Validation

A leading financial markets infrastructure provider in London seeks a Quantitative Strategist to support business development and model governance within its CDSClear First Line Risk team. The ideal candidate will have 2-5 years' experience in a front office credit derivatives quant team, with in-depth knowledge of various CDS instruments. Strong coding skills in C++, coupled with excellent communication abilities, are essential. This role offers a collaborative culture and a commitment to innovation, perfect for individuals looking to advance their careers.