Senior Quant Analyst – Investment Bank France Based recruitment
Key words: Quant, Quantitative, Senior, Credit risk, Credit, Counterparty, CVA, VaR, modelling, model validation, risk methodology, risk, investment bank, finance, France, Paris
Senior Quant Analyst - Investment Bank - Paris
An investment bank in Paris is looking for a Senior Quant Analyst with a strong understanding of VaR and Counterparty Credit Risk (CVA). The contractor must have good experience of model validation; as they will be working autonomously and will be responsible of validating the VaR and CVA models. An understanding of C++ is also necassary.
Skill set - Senior Quant Analyst - Investment Bank - Paris
- Strong Quantitative experience
- Strong model validation experience of CVA and VaR models
- Senior and professional candidate who can work autonomously
- Experience of C++ language
Key words: Quant, Quantitative, Senior, Credit risk, Credit, Counterparty, CVA, VaR, modelling, model validation, risk methodology, risk, investment bank, finance, France, Paris
Duration: 6 months contract (rolling)
Daily Rate: Negotiate
Location: Paris, France
Skill set: Quant, Quantitative, Senior, Credit risk, Credit, Counterparty, CVA, VaR, modelling, model validation, risk methodology, risk, investment bank, finance, France, Paris
Contact: Frank Stephenson
Telephone: +44 (0) 207 019 4146
Email: contractjobs@selbyjennings.com