~~~ PhD CVA and Credit Risk Model Validation Quant – Cross Asset recruitment

Part of a team that is responsible for the developing and validating a range of credit risk, counterparty risk and CVA models. You will be tasked with assessing model risk, developing/ deconstructing models to check their integrity, analysing the model assumptions and even developing your own models for the bank. The role will involve interaction with quants, structurers, traders and risk teams. The group works across various asset classes and will move into the highly topical CVA models for the bank.Suitable candidates will come from the following backgrounds: – PhD or MSc in a quantitative discipline Read more […]

March 3, 2012 • Tags: , • Posted in: Financial • Comments Off on ~~~ PhD CVA and Credit Risk Model Validation Quant – Cross Asset recruitment