Fixed Income Quant required for Front Office QA team
Buldge bracket looking for a fixed income quant to working within a FO QA team.
You will be responsible for testing and delivering pricing and simulation models for CVA on IRD. Supporting the existing simulation and pricing models, improving simulation framework and infrastructure.
The candidate should be an experienced quant modeler with a background in Credit, Exotic Rates or CVA. Experienced quant modelers from front office desks will be considered as well. The candidates is required to have a strong modelling experience from at least one asset class and experience of developing new functionality into a large code base.
The successful candidate should have strong quantitative modeling and analytical skills, and preferably with some prior experience in FO derivative pricing or counterparty credit risk modeling.
Please send all CVs to a.booker@westbourne-partners.com or call 0203 402 6902.
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