CVA Quantitative Analyst
Role
This role will be focused on leading a team of CVA Quantitative Analysts who will develop models and methodology for CVA and non-collateral funding calculations. You will be part of a high profile research delivery team.
Experience and Background
The successful candidate should come from a CVA or IR Exotic Front office environment where they have been helping manage a trading book.
Qualifications and skills
PhD, DEA or equivalent in Mathematics, Physics, Finance, Computer Science or Engineering. The ability to implement mathematical models is essential. C++/C# is preferable.
InterQuest Financial Markets delivers permanent and contract Strategic Management, IT Professionals and Front Office Specialists to clients across the Investment Banking and Financial Services sector. We have dedicated teams specialising in: Investment Banking,
Retail Banking, Asset Management, Risk, Regulatory and Compliance.
If the role is of interest, please contact Elle Jeffryes - 0207 516 1217 or alternatively email your CV to me.
elle.jeffryes@itqfinancial.com
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