Quantitative Risk Modeller for CVA trading desk – Based in USA; New York recruitment

This Global Hedge Fund are looking for a sell side candidate to add important risk management techniques to their CVA trading desk.Ideally you will have the following skills and experience:2-5 years experience developing quantitative modelsExtensive PD/LGD/EAD model experiencePrevious knowledge of stress testing and RWA.As well as this you must be willing to travel to different US locations as they have offices in New York and California. You must be able to comunicate your ideas efficiently and be able to adapt to a dynamic and evolving environment.Therefore, if you feel you have the required Read more […]

March 6, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Risk Modeller for CVA trading desk – Based in USA; New York recruitment