Counteparty Credit Risk Quant – Tier 1 Bank – London recruitment

My client, a Tier 1 Bank with an emerging market focus, is going through huge growth of its quant teams as its global derivatives platform grows and it continues to be above global regulatory standards in the new Basel III world. They are continuing to build their Exposure Management/Counterparty Credit Risk team at AVP/VP level with opportunities in developing pricing, stress testing and model build for global derivative transactions across one of the widest range of vanilla and exotic asset classes in the City. There will be close interaction with the front office as the bank is building a regulatory Read more […]

May 7, 2012 • Tags: , , , • Posted in: Financial • Comments Off on Counteparty Credit Risk Quant – Tier 1 Bank – London recruitment