Opportunity

Job description

Harrington Starr has partnered with a leading provider of front to back technology solutions for the Quantitative Buy Side to find an exceptional specialist Credit Quant. 

You'd be working on both pricing and risk of credit derivatives in a collaborative, high talent density environment in Baker Street. This company is not your average fintech - their relationship with one of the largest hedge funds in the world ensures their underlying analytics are already best in class. 

If you have the neccesary expertise working with credit (flow) derivatives, strong C++ skills, and the communication ability to speak effectively to clients, this is the role for you. 

Reach out to myself at oli.knight@harringtonstarr.com or alternatively apply below to make this opportunity a reality. Harrington Starr has partnered with a leading provider of front to back technology solutions for the Quantitative Buy Side to find an exceptional specialist Credit Quant. 

You'd be working on both pricing and risk of credit derivatives in a collaborative, high talent density environment in Baker Street. This company is not your average fintech - their relationship with one of the largest hedge funds in the world ensures their underlying analytics are already best in class. 

If you have the neccesary expertise working with credit (flow) derivatives, strong C++ skills, and the communication ability to speak effectively to clients, this is the role for you. 

Reach out to myself at oli.knight@harringtonstarr.com or alternatively apply below to make this opportunity a reality.