CVA Trading & CCR, Quantitative Analyst recruitment
You will need to have strong Structured Credit, Credit Derivative and CDS understanding along with fair value principles, model calibration and model reserve issues. You are likely to come from either a Pricing IPV (Independent Price Verification), Market Risk or Model Validation background. This role could also suit a Credit Quantitative Analyst.
You will also need strong mathematical / quant skills including familiarity with the Gaussian Copula model, how it is built and how it works. MSc in Mathematics or similar preferred
The client offers the attractive opportunity to become a subject matter expert in CVA and DVA.
The client is currently actively trading, not just managing risk. The team is also closely aligned with the front-office.
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Gary Williams on:
Email: gary@its-city.com
Direct Line: +44 (0) 203 283 4097