Description
CCR Quant/Credit Counterparty Risk Quant/Modelling Quant/Counterparty Quant/Counterparty Credit Risk Quantitaive Analyst/CCR Quantative Analyst/Quantitative Analyst (CCR)
Experience
- CCR/Credit Counterparty Risk
- Quant
- Pricing
- Modelling
Responsibilities
- CCR/Credit Counterparty Risk
- Quant
- Pricing
- Modelling
We are currently working with a tier 1 investment bank within the Counterparty credit risk modelling team, they are looking for an individual to join them as Counterpary Credit Risk Quant. Individuals should have a modelling background and experience in Counterparty credit risk on a initial 6 month basis with scope of extension.
Role is based in London.
For more information contact James Gates at the Henlow Recruitment Group.