We are seeking a highly skilled and experienced VP Quantitative Analyst to join our Spread Products Credit Quant Team in New York. This is a crucial role at the forefront of our business expansion, where you will support our market-making capabilities in new and innovative credit structures. You will be responsible for the end-to-end development of sophisticated models and their high-performance implementation within our C++ library, directly impacting our trading capabilities and product offerings.

**Key Responsibilities**

**Model Development & Implementation:**

+ Design, develop, and implement sophisticated mathematical models for credit contingent securities and numerical methods.
+ Implement and maintain the models, robust and efficient numerical methods for pricing, valuation, and risk management within the existing C++ quantitative library.
+ Enhance and maintain the analytics infrastructure, ensuring the high performance, accuracy, and scalabilit...