Description
Market Risk Quants with solid model design and implementation experience needed to join an experienced methodology team in a Tier 1 bank.
Mandatory background of:
- Market Risk Quants with solid model design and implementation experience needed to join an experienced team
- knowledge of credit derivatives,
- Model Pricing
- Strong C++
- Exceptional Academic background with a MSC/PHD in a mathematical/quantitative discipline
Send cvs ASAP for an immediate response,