CVA Credit Value Adjustment Quantitative Developer recruitment

You will write develop models, computing complex CVA calculations in the front office CVA  Counterparty Risk Team.You possess a broad range of “ETD” Exchange Traded Derivatives experience  and can translate technical requirements to business users.You possess excellent programming and coding experience in C Flat, have worked for a large Investment Banking organisation and ideally possess a strong Counterparty Risk background.You are educated to at least Masters Level, (PhD preferably) and have between 5 – 10 years experience.To apply submit your CV to the email address marked below.Contact Read more […]

January 11, 2012 • Tags: , • Posted in: Financial • Comments Off on CVA Credit Value Adjustment Quantitative Developer recruitment