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XVA Quantitative Analyst
Description
CVA Quant Analyst required at this leading Investment Bank. You require 5+ years OTC Derivative Pricing experience in one or more Asset Classes, either IR, FX, Credit, EQ Inflation, Commodities etc.Ideally you will have already worked in the Front Office for a Large Investment Bank having Supported Traders. You will be responsible for development and implementation of Complex CVA Credit Value Adjustment Models, working with traders in pricing CVA for exotic derivatives and vanilla products. You will gain extensive exposure to complicated Models, utilising your knowledge on Stochastic Calculus and Copulas. You possess excellent C++ programming kills and or Python,. In addition you will work on Counterparty Modelling CCR, Uncleared Margin Rule and other pivotally important projects. Academically strong, preferably possessing a PhD in a Quantitative or Scientific Discipline or equivalent qualification. All applicants must have proficient English speaking communication skills and good interpersonal skills. You will interact closely with Traders, Risk Analytics, Model Validation and Regulators My client is recruiting upto Vice President ependent on experience. Contact - Ben Baxter Tel - email -
Job Details
Job Ref: 219874628
Start Date: Mon, 29 May 2017 23:00:00 EST
Hours: Not Specified
Location: London, United Kingdom
Working Term: Permanent
Salary: GBP GBP - Annual Annual