CVA Quant: London recruitment
This role will be a lead specialist in managing the development
- CVA pricing methodologies
- IR / CD / EQ pricing models
- CVA / PFE calculators
- Capital management models
What the role will offer successful candidate
- Stable environment
- Trading environment
- Work with market leading quant research team
- Cutting edge analytics
- Career progression
- X-A exposure
The sort of profile they are looking for is as follows
- PhD, DEA, MSc. in quant related subject
- CVA analytics exposure or else strong PFE/EPE / cVaR knowledge
- Strong understanding of pricing and quant risk principles
If you are interested, please email or ring Chris Finn on chris.finn@eamesconsulting.com or 00442070923264. Applications from Continental Europe welcome !
June 3, 2012
• Tags: CVA Quant: London recruitment, Quantitative Analytics careers in the UK • Posted in: Financial