VP / AVP – Counterparty Model Validation recruitment

As part of the Counterparty Model Validation team you will contribute to the development of core libraries, and review and write your own implementations using C++. You will code within the same pricing library as Front Office, so your suggestions can be implemented very quickly, and your work will be exposed to a wide variety of people. The bank is making big profits, and therefore paying big bonuses. You will work across a range of asset classes, with a focus on emerging markets. The Quantitative Market Risk team’s expansion has created opportunities for 2-3 people, from AVP level to Senior VP. Read more […]

August 30, 2012 • Tags: , , , • Posted in: Financial • Comments Off on VP / AVP – Counterparty Model Validation recruitment