CVA Model Governance
CVA Model Review urgently required in Top Investment Bank based in New York USA. The successful candidate will be responsible for control over model usage specifically in CVA Credit Valuation Adjustment.
Providing guidance on model useage and enforcing approval limits, you will identify and highligh any gaps in model governance and oversight framework.
Positioned in the Front Office you will interact daily with CVA Traders, working with Quantitative Research and to establish good risk and control practices.
Naturally you possess very strong CVA Model knowledge, which can be gained from a Quantitative Research, Model Validation, Trading or Structuring, Market/Credit Risk Management or Finance Valuation Background.
Counterparty Risk knowledge is prefered, however derivative pricing experience in any asset class will be considered.
All applicants must be PhD graduates in a quantitative discipline or similar.
London based applicants considered for relocation.
Submit your Word Format now to apply or call Ben on 0203 176 6647
Ben Baxter
ben@its-city.com
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