CVA Credit Value Adjustment Quantitative Developer recruitment

You will write develop models, computing complex CVA calculations in the front office CVA  Counterparty Risk Team.

You possess a broad range of "ETD" Exchange Traded Derivatives experience  and can translate technical requirements to business users.

You possess excellent programming and coding experience in C Flat, have worked for a large Investment Banking organisation and ideally possess a strong Counterparty Risk background.

You are educated to at least Masters Level, (PhD preferably) and have between 5 - 10 years experience.

To apply submit your CV to the email address marked below.

Contact : Ben Baxter

email: ben@its-city.com

Telephone : 0203 283 4096