CVA Quant Role recruitment
CVA quants are the primary modelers/developers for new products, and team with the traders to deliver innovative ideas using models to analyze risks and opportunities in trading books for complex derivatives.
Requirements of CVA Desk quants include knowledge in financial mathematics, skills in C++ programming, and good teamwork as well as knowledge in derivatives modeling (e.g., in IR, FX, CDO) or CVA modeling which will be a plus.
Essential skills, experience and qualifications:
- Must have exceptional C++ development skills in a numerical (scientific) programming setting, including templates and the STL
- Strong analytical and problem solving abilities
- Good communication
- Degree, preferably advanced, in a technical field from a top-tier institution: Computer Science, Mathematics, Engineering, Sciences
- Knowledge of basic options pricing and probability theory
- Strong IT skills
- CVA experience
For further information please contact Alan Simpson on 020 780 6700. Alternatively forward your CV to Alan.Simpson@AnsonMcCade.com
July 4, 2012
• Tags: CVA Quant Role recruitment, Information Technology careers in the UK • Posted in: Financial