Global Financial firm is now looking for an experienced CREDIT QUANT ANALYST who wishes to take an active role within its expanding structured credit products team. The ideal candidate must be driven to succeed within a HIGH performance team running an open not matched book. This role will be researching and analyzing JAPANESE LANGUAGE balance sheets requiring written/reading language skills. This very challenging role will help to price CDO transactions and take residual risk. This role will coordinate daily within a specialized team of professionals covering Japan & Asia. Wide CREDIT DERIVATIVE & STRUCTURING experience within a top-tier DEBT group is essential. Only complimentary credit/ISDA alternative backgrounds will also be considered positively for this opening.