AVP Credit Quant recruitment
THE COMPANY:
Our client is a well known international wholesale bank with a diverse product offering. They are currently looking for a Quant to join their established team.
THE RESPONSIBILITIES:
- Develop/create models/spreadsheets/prototype for simulation and exposure calculation
- Calculate Counterparty Exposure on derivative products across all markets/asset classes
- Discuss complex structured transactions with business (structurers/traders) and risk managers
- Advise on credit risk mitigation and explain counterparty risks to sales, trading credit risk management
- Participate in further development of Counterparty Analytics tools infrastructure
EXPERIENCE REQUIRED:
- Maths based PhD or MSc
- Experience in a Quants based role in financial services
- Sound knowledge of derivative structures
For further information please contact Marcus Courtney
January 3, 2012
• Tags: AVP Credit Quant recruitment, Investment Banking, M & A careers in the UK • Posted in: Financial