CVA Quantative Analyst recruitment

Primary ResponsibilitiesCarry out special projects related to pricing models, trades, and risk management inorder to aid the CRT desk operations. Maintenance and improvement of existing pricing tools and operational framework.Development and implementation of miscellaneous tools to support trading and riskmanagement activities.Support the modelling requirements of the trading staff as needed.Development and implementation of mathematical software for the pricing of CVA and FVA.Ensure that any models developed are fully and properly integrated into the quant libraries.Co-ordination with GMO and Read more […]

July 5, 2012 • Tags: , • Posted in: Financial • Comments Off on CVA Quantative Analyst recruitment