Job Description
Our client, a leading investment bank, is searching for a Quantitative Analyst.
The role, Quantitative Analyst, includes some of these responsibilities:
- Modelling projects within counterparty credit risk
- Explaining and engaging with key stakeholders
- Creating modelling frameworks for the long term
- Executing all phases of the lifecycle for model development
You will have:
- Product knowledge in at least one asset class
- Ideally PhD level education (or a Masters degree from a Red Brick university)
- Experience in counterparty credit risk modelling
- Programming abilities in C++
- Knowledge in designing algorithms
- Strong mathematical skills and Monte Carlo methods
- Experieince with KVA, CVA and FVA (valuation adjustments)
- Experience designing frameworks
