Credit Risk Development Manager – VP – CVA – Monte Carlo – C++ recruitment
A global Investment Bank is looking for a Credit Risk Development Manager to manage a global development team developing a monte carlo maximum potential exposure system to calculate counterparty credit exposures for the equity derivatives business. The system will be Global and you will be the IT Development and Project Manager responsible for the delivery of the system. The position will involve extensive and close dealing with quantitative analysts and various development teams. You are expected to provide a level of technical and architectural leadership globally for the project. To be considered Read more […]
Quantitative Analyst/Developer, Investment Bank, CVA, 100k base recruitment
Vacancy: Quantitative Analyst, CVA, Exotic Fixed Income Derivatives Credit Hybrids, 100k baseRole: Quantitative Analyst to help build the production code in C++ for calculating CVA for exotic fixed income products (namely exotic interest rates and credit hybrid derivatives). This will involve developing and improving pricing models for these financial products, with the potential element of mentoring those less experienced members within the team.Skills required: Good stochastic mathematics Clear communication skillsExpert C++Experience working with more than one derivative product within Front Read more […]
Business Analyst – Credit Risk, CVA, RWA, Basel III recruitment
Business Analyst – Credit Risk, CVA, RWA, Basel IIIMy client, a Tier1 Investment Bank is looking to appoint experienced Business Analysts to join their Risk Analytics/CVA IT group.This position will be focusing on Credit Risk within the CVA Transformation Programme (Credit Value Adjustment). You will be working on their existing Risk Analytics engine with a view to extending the product coverage to include ETD and a major part will be the implementation of Basel III initiatives.We are looking for individuals with the following:- Background working in a Front Office environment- Strong Credit Risk Read more […]
Credit Counterparty Risk Quantitative Analyst – CVA – LONDON recruitment
A strong PhD is preferred and understanding of CVA/Counterparty Risk Modelling is required. You will be working within an expanding team of highly talented Quants on cutting edge models directly with the front office. There will be close interaction with Risk Control Groups and good communication skills are essential.The core of the role will be to research and identify appropriate methodologies, balancing the need for technical rigour whilst considering feasibility and ease of implementation. Ideally you will also have knowledge of Basel II and BIPRU, experience of Monte-Carlo techniques, risk Read more […]
Associate Director, CVA – Modelling, Melbourne recruitment
Associate Director Corporate Value Advisory Modelling {i}PwC is a firm committed to collaboration and strong relationships{/i} {i}that help our clients and our people realise their ambitions. At PwC{/i} {i}you’ll have the opportunity to learn from a global network of energetic{/i} {i}and inspirational professionals who will help you build a successful{/i} {i}career in your chosen field.{/i} The PwC Corporate Value Advisory Business Modelling team delivers advice and analytical support for an extensive, high-profile and well-established corporate, government and private equity client base in both Read more […]