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发帖数: 178 | 1 COMPANY: Global leading investment bank
LOC: London, UK
POSITION: Fixed Income Derivatives Correlation Quantitative Analyst
TITLE: VP/Director, DOE
RESPONSIBILITIES: Work with the London structurers and the global trading
desk to produce analytics in support of the Correlation Credit products
business. Products include CDS, CDO's, CDO-squared, CDS and CDO tranche
options, TRS, CPPI, and hybrid products. Activities include: researching,
implementing and testing new, cutting-edge models; producin |
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