Counteparty Credit Risk Quant – Tier 1 Bank – London recruitment
My client, a Tier 1 Bank with an emerging market focus, is going through huge growth of its quant teams as its global derivatives platform grows and it continues to be above global regulatory standards in the new Basel III world.
They are continuing to build their Exposure Management/Counterparty Credit Risk team at AVP/VP level with opportunities in developing pricing, stress testing and model build for global derivative transactions across one of the widest range of vanilla and exotic asset classes in the City. There will be close interaction with the front office as the bank is building a regulatory CVA framework with clear paths to land a role as a FO Quant for those who excel.
You will need to have strong quant skills (PhD,MSc or equivalent) in a mathematical area with strong skills in stochastic calculus and programming skills such as C or C++. You will either have come from a CCR or Market Risk quant background and my client will consider someone from a validation team as long as they can demonstrate the ability to build models. This could be particularly attractive to candidates who wish to get out of pure Model review.
The banks growth and profits speak for themselves , so if you would like to have a confidential chat about or send your cv for this urgent role over the bnk holiday I will get back to you asap. Interviews are looking to be scheduled next week with a view to a streamlined process and a quick hire.
In addition to this I am hiring a whole host of CCR and Market Risk quant at all levels roles so feel free to have a general chat if you have this background.
