Description
A leading Investment Bank is looking to recruit in their credit risk counterparties team.
Reporting to the head of quants credit risk counterparties this is a role focused on EPE modelling in a hands on capacity. The team reports into the Front Office CVA team as well as the risk quant group which is one of the largest team in the market. This team provides credit risk measurement methodologies for internal and external regulators.
My client is looking for strong quantitative background in counterparty credit risk. Matlab and C sharp are desirable.