~~~ PhD level CVA Modelling Quant Role – Investment Bank ~~~ recruitment
Part of a team that is responsible for the developing new and validating existing credit risk, counterparty risk and CVA models. You will be tasked with developing a framework that will calculate CVA taking into account VaR, The role will involve interaction with other quants, structurers, traders and risk teams. The group works across various asset classes and will move into the highly topical CVA models for the bank.
Suitable candidates will come from the following backgrounds:
- PhD or MSc in a quantitative discipline from a leading university (maths, physics, engineering, quantitative finance etc)
- Pricing model validation, front office quat or credit risk experience
- Ideally some professional or at least theoretical knowledge of CVA
- Knowledge of derivatives, preferably exotics
- Solid VBA skills. C++ Would be advantageous
- Ability to work with front office, quants and risk teams
If interested please apply online or call Khalid Al-Sada on 0207 469 8955.
To find out more about Huxley Associates please visit www.huxley.com
