CVA Quant Analyst
You will be focussed on leading a team of CVA Quant Analysts who will develop models and methodology for CVA (credit value adjustment) and non-collateralised funding calculations.
The team is part of the derivatives research group that provide quantitative solutions and models for a number of businesses across all asset classes.
The successful candidate will possess a PhD, DEA or equivalent in Finance, Physics, Mathematics, Computer Science, Engineering, or related field plus pre- or post-doctorate experience in the job offered or related occupation.
Experience will preferably include implementing mathematical models in front office systems; supporting the trading desk in risk assessment and product pricing; programming C++, C# (or other orientated language) under Windows. Desirable experience in building code for large applications.
Submit your Word Format CV now to apply.
Contact Name. Ben Baxter
Email: ben@its-city.com
Tel: 0203 176 6647
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