Exotic Quant Risk Manager recruitment
The candidate will be the first point of call from the Front Office on major issues relating to CVA, Counterparty Risk, Market Risk, model dynamics and simulation models. The quant risk manager will provide expert quantitative advice to the business on issues relating to pricing, risk and mdoel dynamics.
Thus the role is a quantitative risk research position that requires building state of the art analytics while using them in a business environment. The bank is highly profitable, expanding and has significant risk apetite.
The ideal profile is MSc. PhD. in quant related field, with strong product knowledge with experience building counterparty risk, pricing or market risk models.
If you are interested, please ring Chris Finn on 02070923264 or else drop an email to chris.finn@eamesconsulting.com