CVA Trading & CCR, Quantitative Analyst recruitment

You will need to have strong Structured Credit, Credit Derivative and CDS understanding along with fair value principles, model calibration and model reserve issues.  You are likely to come from either a Pricing IPV (Independent Price Verification), Market Risk or Model Validation background. This role could also suit a Credit Quantitative Analyst.You will also need strong mathematical / quant skills including familiarity with the Gaussian Copula model, how it is built and how it works. MSc in Mathematics or similar preferredThe client offers the attractive opportunity to become a subject matter Read more […]

August 24, 2012 • Tags: , , • Posted in: Financial • Comments Off on CVA Trading & CCR, Quantitative Analyst recruitment