Credit Counterparty Risk Quantitative Analyst – CVA – LONDON recruitment
A strong PhD is preferred and understanding of CVA/Counterparty Risk Modelling is required. You will be working within an expanding team of highly talented Quants on cutting edge models directly with the front office. There will be close interaction with Risk Control Groups and good communication skills are essential.
The core of the role will be to research and identify appropriate methodologies, balancing the need for technical rigour whilst considering feasibility and ease of implementation.
Ideally you will also have knowledge of Basel II and BIPRU, experience of Monte-Carlo techniques, risk factor simulations modelling and derivatives pricing. Consideration of the First Principles of OOD/P and hands on modelling in either Java or C++ Is also needed. Please contact Dean Looney at MC Partners for more information on the group and a screening interview.