Quant Analyst – CVA – Counterparty Risk – Tier 1 Investment Bank recruitment

Tier 1 Investment Bank seeking a CVA / Counterparty Risk Quant to join an excellent team of PhD Quants.

The role centres around developing new Price-Testing Methodologies, Valuation Methodologies, Front Office Pricing Model Reviews, and building tools for the Valuations Group.

The successful candidate will come from a Desk Quant, Risk Quant or Product Control Quant Background with excellent VBA skills and CVA/Counterparty Credit experience.

Excellent opportunity for someone with exposure to Counterparty Credit / CVA pricing / modelling expereince to join an excellent team with Front Office interaction in a leading Tier 1 Investment Bank with an excellent reputation for Risk Management and stability.

Please get in touch for more info.