CVA Quant with excellent C++/Java | New York
derivative, CVA, counterparty, credit, quant, model, build, develop, pricing
Privately-held financial firm is looking for an experienced (possible Team Lead) CVA Quant.
Expert skills in financial math, quantitative development, numerical computing risk management.
The global quant team work cross-asset and are involved in developing the analytics for the firm and a mix of some Greenfield work, as there is still a need for model building.
REQUIREMENTS
5+ years experience coming from a quantitative role directly in CVA or Credit, with experience working with CVA
Strong C++ and/or Java skills
Experience building models and understanding the algorithms
Maintaining and developing the in-house infrastructure and library
There is an element of client-interaction and working with clients to build new specifications
Please apply into the Quantexotic link below.
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