Credit Counterparty Risk Quantitative Analyst – CVA – LONDON recruitment
A strong PhD is preferred and understanding of CVA/Counterparty Risk Modelling is required. You will be working within an expanding team of highly talented Quants on cutting edge models directly with the front office. There will be close interaction with Risk Control Groups and good communication skills are essential.The core of the role will be to research and identify appropriate methodologies, balancing the need for technical rigour whilst considering feasibility and ease of implementation. Ideally you will also have knowledge of Basel II and BIPRU, experience of Monte-Carlo techniques, risk Read more […]
October 22, 2011
• Tags: Credit Counterparty Risk Quantitative Analyst, CVA, London recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Credit Counterparty Risk Quantitative Analyst – CVA – LONDON recruitment