Quantitative Analyst – Cross Asset recruitment

Quantitative Analyst - Cross Asset urgently required to work in the front office on the CVA Desk.

You possess a minimum of 4 years modelling experience with typical asset Classes like Credit Derivatives, Commodities, Equities Interest Rates IR, FX etc., ideally you will have CVA pricing expertise aswell.

You need to have strong C++ or C# coding skills combined with excellent Exchange Traded Derivatives knowledge and means testing experience.

You will work  opposite the Model Validation Risk Control Teams, in a World Class Quant Analytical environment.

Submit your CV now to secure an interview.

Contact Ben@its-city.com

Tel: 0203 283 4096