Central Reporting Controller – CVA/DVA recruitment
This is a 3 month contract with responsibilities including:Preparation of documents that provides guidance and overview of the process for CVA reporting Compilation of global results and preparation of monthly report summarising the results including an analytical review and commentariesReconciliation of CVA by methodology type and business area and reconciliation of gross exposures and offsets to the ledgerDocumentation of the ownership of static data in respective calculation engines and confirmation of the accuracy/completeness/consistency/timeliness of data updates and cut-off of updatesDocumentation Read more […]
Application Support Developer, C#, SQL, Credit Risk, CVA, Rates – Contract recruitment
Application Support Developer, C#, SQL, Credit Risk, CVA, Rates – Contract (6 months rolling) A leading Investment Bank is looking for a skilled Application Support Developer with strong experience supporting C# and SQL working within RISK. The ideal candidate will be supporting the Credit Risk, CVA and Rates desk support trading related utility risk and trading tools. The split between support and development would be 60/40. Essential skills required Very good knowledge of financial / trading related risk and financial instruments (preferably Fixed Income derivatives but will also Read more […]
C# Developer, Multithreading (multi-threading), Credit Risk, CVA, Rates recruitment
C# Developer, Multithreading (multi-threading), Credit Risk, CVA, RatesA leading Investment Bank is looking for a skilled C# Developer with strong experience in Multithreading (multi-threading), Credit Risk, CVA and Rates. The ideal candidate will be focusing on developing the strategic risk management system and associated trading tools for the bank’s CVA (Credit Valuation Adjustment) trading desk. This is a high profile role working on the bank’s strategic Front Office Risk Platform where the right candidate has the opportunity to directly impact the project’s success and stand out. Read more […]
Senior Manager of CVA Product Control – Tier Investment Bank – New York/ USA | Credit, treasury, liquidity management, CVA, value adjustment recruitment
JOB DESCRIPTION A leading tier one investment bank is looking to appoint a senior managing product controller within their CVA team. Their CVA team is particularly strong and subsequently requires an experienced product controller with managerial experience to help develop the desk further and expand their remit. You will report directly into the head of credit CVA and will be personally responsible for a small team. Responsibilities: Primarily to oversee your immediate team within the CVA product control space whilst reporting directly into the head of CVA and credit. You will oversee the PL, Read more […]
Regulatory & Risk Analytics Manager – CVA – London recruitment
CVA, ‘BASEL 3’, ‘BASEL III’, RISK, ‘MARKET RISK’, ‘CREDIT RISK’, ‘COUNTERPARTY RISK’, CREDIT, COUNTERPARTY, CVA, ‘CREDIT VALUE ADJUSTMENT’, VAR, ‘VALUE AT RISK’, ‘TRADED RISK’, TRADE, MODEL, MODELS, MODELLING, ‘RISK FRAMEWORK’, VAR, ‘VALUE AT RISK’, BANK, BANKING, LONDON Overview A Risk Regulatory Analytics manager is required to fill a six month contract opening. The successful Risk Analytics Manager will have a strong methodology background and be able to readily communicate complex Risk, Regulatory and Modelling concepts to the business. This ability to translate methodology to business action Read more […]
Senior Manager of CVA Product Control – Tier ONE US Investment Bank – New York/ USA | Credit, treasury, liquidity management, CVA, value adjustment recruitment
JOB DESCRIPTION A leading tier one American bank is looking to appoint a senior managing product controller within their CVA team. Their CVA team is particularly strong and subsequently requires an experienced product controller with managerial experience to help develop the desk further and expand their remit. You will report directly into the head of credit CVA and will be personally responsible for a small team. Responsibilities: Primarily to oversee your immediate team within the CVA product control space whilst reporting directly into the head of CVA and credit. You will oversee the PL, balance Read more […]
Quantitative Risk Analyst, CVA/Credit Exposure recruitment
The team covers model validation, assessing the impact of models upon valuation, market and credit risks.In essence the role will involve validation of models to identify those that are mis-specified or not applicable to a given product/market, additionally identifying mathematically flawed models and proposing solutions.This is a highly interactive role, supporting fellow team members in their projects/tests whilst collaborating with front office quants and model owners.Candidates will need a strong background in financial mathematics, typically educated to Masters degree level in a quantitative Read more […]
Quant Analyst – CVA – Counterparty Risk – Tier 1 Investment Bank recruitment
Tier 1 Investment Bank seeking a CVA / Counterparty Risk Quant to join an excellent team of PhD Quants.The role centres around developing new Price-Testing Methodologies, Valuation Methodologies, Front Office Pricing Model Reviews, and building tools for the Valuations Group.The successful candidate will come from a Desk Quant, Risk Quant or Product Control Quant Background with excellent VBA skills and CVA/Counterparty Credit experience.Excellent opportunity for someone with exposure to Counterparty Credit / CVA pricing / modelling expereince to join an excellent team with Front Office interaction Read more […]
Quant Analyst, CVA, Equity at FX Derivatives, Tech:C++, 70k base recruitment
CVA Quant, 3 years experience, Strong C++, Financial Derivatives, Software Development HouseVacancy: I am looking for a Quantitative Analyst who has had experience working on CVA products for more than 2 years, and who is interested in a career change. This opportunity is at a software development house who specialise in financial derivatives, and lead the market in terms of how advanced they are in analytics. Their clients are all the top investment banks, as well as certain companies and funds on the buy side. This company embodies a corporate culture skin to that of the buy side casual, laid Read more […]
VP – Market Risk – CVA / Counterparty Exposure Management recruitment
The RoleCarrying out analysis of CVA, applying hedging strategies factoring in sensitivitiesInvestigating into various CVA modelling/pricing issues such as right/wrong-way risk, correlation and volatility inputs, set-off strategyLook into Basel 3 impact on capital for counterparty risk on trades as well as DVA and funding adjustment.Look into PFE Collaterised namesInterpret stress results and VaR analysisCommunicate with senior stakeholders within the business, selling the practicalities of the CVA deskThe CandidatePrevious experience within CVA from a Market Risk perspective and / or Counterparty Read more […]