Description
I currently have a contract opportunity for a Quantitative Analyst to join a highly respected CVA team.The team are looking expand as a result of increased work load as well to aid with large projects planned for 2014. You will be working closesly with the front office to quantify counterparty credit exposure for complex transactions, across all major asset classes. For those with particuarly strong C++, you will have an opportunity to work on a low level optimisation project which is due to start.
This opportunitiy will give you the chance to develop your knowledge in FVA and collateral optimisation by working with individuals who are regarded highly in the CVA/FVA market.
Key Requirements:
- Proven experience as a front office quant analyst
- Previous work in a CVA team is preferable, however individuals with in depth knowledge of complex derivatives/transactions will be considered
- MSc (preferably PhD) in a relevant field (Mathematics, Physics etc)
- Strong C++ development
- Solid understanding of credit/counterparty risk modelling and methodology
The role is an initialy 6 months contract paying up to £700 per day dependent on experience.
Quantitative Analyst, Quant, CVA, FVA, Derivatives, Front Office, Credit Risk, Counterparty Risk, C++ Sthree UK is acting as an Employment Business in relation to this vacancy.