Quant Analyst – CVA Model Validation recruitment
Quantitative Analyst – Cross Asset urgently required to work in the front office on the CVA Desk.You possess a minimum of 4 years modelling experience with typical asset Classes like Credit Derivatives, Commodities, Equities Interest Rates IR, FX etc., ideally you will have CVA pricing expertise aswell.You will be testing CVA models to ensure they meet new Basel III regulatory requirements.You need to have strong C++ or C# coding skills combined with excellent Exchange Traded Derivatives knowledge and means testing experience.You will work opposite the Model Validation Risk Control Teams, in Read more […]
August 7, 2012
• Tags: CVA Model Validation recruitment, Quant Analyst, Quantitative Analytics careers in the UK • Posted in: Financial • Comments Off on Quant Analyst – CVA Model Validation recruitment