**Top Tier Quantitative Counterparty Team – VP*** recruitment

A strong Quant is required to develop exposure models, and build prototypes to evaluate future models.

You will also have daily responsibilities responding to queries on exposures and assisting with portfolio exposure analysis.

Ideally the person will have experience with credit or interest rate exposure models , a PhD degree or at minimum a Masters in a Quantitative discipline. You must also have proven experience of financial products including derivatives.