~~~ PhD Quants Needed – Several Vacancies ~~~ recruitment
As the market has been picking up, a number of our key clients are looking to fill vacancies across various areas. These roles are at different levels and require different skill sets but some of the roles that could be of interest are as follows:
- Quantitative VaR Modelling at city based investment bank
- Cross Asset Pricing Model Validation Quant top tier investment banks (Junior level up to Director)
- CVA Quant at a leading investment bank
- Hedge Fund Market Risk Manager with Quantitative element
- Junior PhD from Oxbridge University for entry level Quant role
Candidates with a variety of skill sets could be considered for one or several of these vacancies so please feel free to send a CV or give Khalid Al-Sada a call on 0207 469 8955 for more details.