CVA Quant Developer
CVA Quant Developer –VP Level –Permanent Role – Competitive Salary – International Bank-Singapore
In response to our clients’ urgent request, Amoria Bond is looking for an experienced CVA Quant professional to assist the organisations CVA Desk.
Reporting into Senior Management, the ideal candidate will be responsible for:
• Developing models for Credit Valuation Adjustment and models for cost of funding and cost of collateral (CVA and FVA) across all asset classes
• Implementing derivatives pricing within C++ and C# library
• OIS/CSA/Multi-curve building
Due to the level of expertise required for the role, the client has requested the successful CVA Quant professional candidate possess a minimum 3 years of CVA Quant Modelling experience. The ideal candidate will also possess the following:
• ++/C# Design/Architecture Skills
• Excellent interpersonal skills, communicating with sales and trading teams
• Excellent problem solving abilities
• Experience designing core quantitative libraries
• PhD or MSC in a Quantitative/Mathematical discipline
• Proven, long-term relationship management capabilities
This is a great opportunity to work for an internationally recognised International Bank with a strong regional presence.
Amoria Bond operates as an employment agency and employment business. No terminology in this advert is intended to discriminate on the grounds of age, and we confirm that we are happy to accept applications from persons of any age for this role.
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