Prior experience must include three (3) years with the following: performing financial modelling and pricing of macro credit derivatives including credit default swaps (CDS), CDS indices, CDS index options, CDS index tranches and synthetic collateralized debt obligations (CDOs), Exchange -Traded Funds (ETFs), ETF options, total return swaps, credit futures, contingent options, and systematic and quantitative credit trading strategies; structuring experience in fixed income products including credit linked notes and repacks with credit default swaps (CDS), CDS indices, CDS index options, CDS index tranches and credit TRS; rating methodology of credit structured products including CDOROM and DVA risk associated with the structured products; content writing and publishing experience in macro credit targeting different client bases; and presenting ideas to sales, trading and clients (with individual clients or groups of clients). Prior experience must include five (5) years with the following: working with Object-oriented programming tools (such as Python, Matlab or Excel VBA), to design efficient infrastructure and flexible data models; developing tools, models, and analytics to support credit delta one and derivatives trading; applying macroeconomics principles to analyze impact of different economic trends on credit markets in developed countries (in absolute and vs.