Established French Software Company Looking for top CVA counterparty credit risk Quant recruitment
Selby Jennings has been mandated to fill a very good position: counterparty credit risk/CVA role at a market leading Software Company in Paris. This copany has thousands of banks, asset managers and corporations who rely on this institution and solutions to support their capital markets activities. This Institution has consistently been recognised as a top leader in software development. The company has always kept at the forefront of the market and consistently reinvented itself to stay ahead and offer innovative solutions to the industry globally.
The manager is looking to expand the team in 2012 and bring on a senior CVA quant / counterparty credit risk expert and also a more junior member. Below is the type of criteria the manager is looking for in his ideal candidate:
Senior role: 5 years of industry experience from top financial institutions (Investment banks, software houses, financial services institutions)
Junior role: 2/3 years of experience from the above institutions
Candidates should have a Masters degree in a quantitative, mathematical background (PhD would be ideal)
The role will offer a lot of autonomy and the ability to interpret in your own way. There will be large consulting project management aspects to the role so the product exposure and ability to learn is unsurpassed
The ideal candidate would have excellent experience with development, implementation of the models and validation of the system in the counterparty risk space
Candidates from France, UK and surrounding areas will be considered
If you are interested in this role and think you have the ability to work in quite a strong and growing team then please let me know. The manager has put quite a focus on both the senior and junior roles and if you think you can take on the challenges of this very cleint facing role please apply into: quantexotic@selbyjennings.com