~~~ PhD level CVA Modelling Quant Role – Investment Bank ~~~ recruitment
Part of a team that is responsible for the developing new and validating existing credit risk, counterparty risk and CVA models. You will be tasked with developing a framework that will calculate CVA taking into account VaR, The role will involve interaction with other 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 from a leading university (maths, physics, engineering, quantitative finance Read more […]
May 8, 2012
• Tags: Investment Bank recruitment, Risk Management careers in the UK, ~~~ PhD level CVA Modelling Quant Role • Posted in: Financial • Comments Off on ~~~ PhD level CVA Modelling Quant Role – Investment Bank ~~~ recruitment