Top British Investment Banks seeks CVA/PFE Quant – UK Office recruitment
These candidates must have sound knowledge of regulatory requirements (Basel ||/III). Methodologies AND model implementation knowledge is crucial. Due to the internal exposure of this role, the ideal candidate must have the ability to liaise with the Front Office and to turn qualitative and quantitative data into code.The RoleCounterparty Credit Risk, CVA/PFE modellingCreation of product pricing models to be used in the risk engineCreation of market factor simulation models to be used in the risk engineCreation of model validation tests to be applied to developed modelsPut models through the Read more […]
Java J2EE Developer- London, UK office recruitment
One of the world’s leading risk management specialist, is seeking the skills of an experienced Java JEE Risk Developer to contribute to their clients statistical analysis reports by the use of a web based engine. The candidate will be involved in the full SDLC as well as contributing to the design and architecture paterns used in the enterprise applications. After being recently awarded a prestigious award for their contribution to the risk management sector, there have been an increasing number of initiatives are being undertaken to continue the success and delivery of the firms platforms.The Read more […]