VP CVA Quant – Singapore, SEA recruitment

Selby Jennings is currently mandated to fill a role within a Top Investment Bank who are looking to hire a CVA VP within the Quantitative Market Risk team. The position will cover CVA and counterparty risk methodologies including CCDS, CVA,PD/EAD models, PFE and others; yet with a main focus on validation of key derivative pricing models. The group is highly dynamic with significant investment into it and has as a result seen extremely successful growth over the last number of years. The bonuses within the team are completely performance related with top performing individuals seeing 100%. Given Read more […]

January 6, 2012 • Tags: , , , • Posted in: Financial • Comments Off on VP CVA Quant – Singapore, SEA recruitment