Quantitative Risk
Quantitative Risk
One of the world's leading Investment Banks is looking for an AVP to join its Counterparty Risk Management team. The candidate will have responsibility for developing new - and reviewing existing- models on behalf of the front-office.
The team works across a vast array of pricing and simulation models, across all asset classes, giving the successful candidate enormous exposure to a wide variety of different front-office products.
The team also works continuously with the front-office on product strategy and model development.
The ideal candidate will ideally have:
- Exceptional quant skills, either as a model validator or as a front office quant
- Experience of counterparty risk modelling, model review and development
- AND experience in more than one asset class.
This is an exceptional opportunity to join the market-leading quant team in one of the world's most prestigious banks.
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