Description
Quantitative Analyst - Market Risk & Counterparty Credit Risk
A Quantitative Analyst is required for a Tier 1 Investment Bank on a project to move their trading book onto an internal capital model.
The successful Quantitative Analyst will have been educated up to a Masters or PHD level in either Mathematics, Econometrics, Statistics or Quantitative degree.
Key skills required:
- Market Risk and Counterparty Credit Risk experience
- Model methodology experience - 2-3 years
- Model Validation and Implementation experience
- VAR, CVA, PFE, RWA knowledge and experience
- C++, VBA, R programming experience
If you have the relevant skills then apply with an updated copy of your CV.
KEYWORDS:
QUANTITATIVE ANALYST, MARKET RISK, COUNTERPARTY CREDIT RISK, MODEL METHODOLOGY, MODEL VALIDATION, IMPLEMENTATION, VAR, CVA, PFE, RWA, C++, VBA, R, INVESTMENT BANKING