Experienced Quant required for CVA role recruitment

Montash Associates has been retained by a Tier 1 Investment Bank, to secure top talent for their CVA team. The team has headcount for 3 contract roles and are looking for experienced (VP and above) quantitative hires.

My client, a leading tier one Investment bank, is looking to build out the existing CVA analytics platform to absorb the counterparty exposure using exchange traded derivatives. This will involve building a consistent framework for identifying and managing counterparty risks.

The team are looking for an exceptional individual from a quantitative background that has an excellent understanding of all asset classes and has demonstrated ‘hands on’ modelling experience within the quantitative space. My client will consider a Rates quant, FX quant, Equity quant, Credit quant and CVA quant.

The ideal candidate will have:

• 5+ years’ experience within a quantitative field

• Degree in a quantitative subject, preferably at postgraduate level

• Strong analytical and programming skills

• C# proficiency is a must, C++ and Java is also desirable

• Very good quantitative understanding of all asset classes, including pricing methods and hedging techniques

• Previous CVA experience is desirable

My client is looking for talented quants and in return, are willing to offer above market rates for the right person. The length of the contract will be for 6-12 months, with the possibility of a further extension.

To apply, please contact Montash on 0207 749 60 66 OR send your CV to quant@montash.com.

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