CVA Quants to join Tier 1 Bnak recruitment

Qualifications / Skills Required:The successful candidate will be required to develop models for CVA / FVA and then implement them in C++ in the Credit Risk Engine. As a CVA focussed team, quantitative analysts will be expected to develop expertise in a number of different asset classes and work within a hybrid modelling framework- PHD level qualification in numerate discipline (Mathematics, Physics, Chemistry, Computer Science etc)- Must have 2-6 years experience of a front-facing role in Fixed Income and / or Credit Modelling OR Exposure to equities, inflation or commodities OR Exposure to credit Read more […]

January 8, 2012 • Tags: , • Posted in: Financial • Comments Off on CVA Quants to join Tier 1 Bnak recruitment