Description
CVA Risk Quant/Quantitative Analyst
My client, a prestigious investment bank, is seeking a CVA Risk Quant to join their organisation.
Experience and Background:
*Experience in CVA/counter-party risk.
*The ability to implement models.
*A degree of familiarity with programming (although you do not need to be a programmer).
* The capacity to discuss better development.
Role:
*You will be part of a Front Office Quant team specialising in counterparty risk.
*The role will be positioned within a practical team and therefore requires someone who is able to implement practical solutions.
Qualification and Skills:
*Advanced degree in one of Financial Engineering, Engineering/Physics, or Applied Mathematics.
If you wish to discuss this opportunity further please send your CV to Charlotte Coltman or call.
Duration: 6 months initial
Location: London
Rate: £600-£700 Dependent on experience
InterQuest Financial Markets delivers permanent and contract Strategic Management, IT Professionals and Front Office Specialists to clients across the Investment Banking and Financial Services sector.
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.