Quantitative Analyst (Quant), Market Risk, Credit Risk, CVA (Credit Value Adjustment), Cambridge recruitment
Quantitative Analyst (Quant), Market Risk, Credit Risk, CVA (Credit Value Adjustment), Cambridge
A leading financial institution is looking for a highly skilled Quantitative analyst (Quant) with extensive Market Risk, Credit Risk, CVA (Credit Value Adjustment) experience.
The successful candidate will be supporting the entire organisation by providing Quantitative expertise in the above areas (Market Risk, Credit Risk and Credit Value Adjustment)
Your role is to determine what solutions need to be calculated and how. You will work closely with the development team on a Risk Analytics product. You will be a part of a team who have created a highly engineered product capable of conducting complex financial risk calculations. This is the organisation’s primary risk calculation engine. You will augment the financial engineering skill set currently within the Risk Analytics team to maintain, support and develop this calculation engine.
Essential Skills
Strong Academics from a Top University ideally holding a PhD (or equivalent) in a subject of a technical nature, with a high mathematical content. (Minimum 2:1 and above)
Knowledge of Market Risk, Credit Risk, CVA
Excellent communications – must be able to liaise articulately and confidently at all levels
For more information or if you would like an initial confidential conversation please contact Hasan Chowdhury on 0207 220 6207