CVA and Credit Quantitative Modelling
This tier 1 investment bank is searching for a VP level Quantittaive Analyst to join their Cross Asset model validaiton team with a wide remit of responsibility across business, huge amount of interaction with front office so exceptional communication skills are required.
Quantitative reviews and analysis of VaR models including theoretical review and the development of alternative models a key part of this role so strong academics and quantitative skills necessary. Independent model review a key responsibility.
Ideal candidate will have 2 to 5 years experience with a top tier bank working on the quantitative review and analysis of exotic product models.
Please get in touch to discuss further.
To find out more about Huxley Associates, please visit www.huxley.com
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