Quantitative Risk Modeller for CVA trading desk – Based in USA; New York recruitment
This Global Hedge Fund are looking for a sell side candidate to add important risk management techniques to their CVA trading desk.
Ideally you will have the following skills and experience:
- 2-5 years experience developing quantitative models
- Extensive PD/LGD/EAD model experience
- Previous knowledge of stress testing and RWA.
As well as this you must be willing to travel to different US locations as they have offices in New York and California. You must be able to comunicate your ideas efficiently and be able to adapt to a dynamic and evolving environment.
Therefore, if you feel you have the required experience and knowledge and want to be financially rewarded extremely well then please apply directly.
March 6, 2012
• Tags: Based in USA; New York recruitment, Quantitative Risk Modeller for CVA trading desk, Risk Management careers in the USA • Posted in: Financial