Front Office Quantitative Analyst – Tier 1 Bank – London recruitment

My client, a Tier 1 Investment Bank, has developed a unique Front Office Counterparty Credit Risk/Exposure Management which is involved in CVA and other areas of the quant aspect of exposure management on a global basis.

I am working with a global head who is looking for a high level contractor to join his team in this highly developed function. You will need to be PhD qualified in a quantitative discipline and be at VP level or equivalent. Although this is not a developer role you will need strong system skills C# or at least C++ as a minimum. Ideally you will be a Front Office quant, and although exposure to CVA would be desired it is not essential to the role. This is an opportunity to work in a FO function not just a middle office CCR function that works with the FO with one of the renowned counterparty experts in the world. There will be opportunities for permanent roles in this team as well as in other FO Trading functions for those who excel and it is guaranteed contract for a year.

This is a role with an immediate start. I am shortlisting right now for interviews on Friday and Monday for this rare interim opportunity in this area so call me or send your cv asap.