All our
Job and Internship
Opportunities
in Finance & Maths
CVs/Resumes (Engineer, MSc, PhD)
in Finance & Maths
|
| |
Partager cette information : 
See SELBY-JENNINGS-LONDON 25 Job offers
CVA Quantitative Analyst (VP), London-£90,000-£110,000
Large Top Tier U.S. investment bank is seeking an experienced individual with a strong model validation background to join the highly technical CVA group in London.
The role will allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on CVA. Working directly with the Head of the team, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior members of the group.
You will provide modeling for the desk, improve quality of modeling, increase products and manage risk. The CVA desk manages counterparty risk across all derivatives.
This is a progressive and dynamic role with superb opportunities for promotion and future levels of remuneration.
Requirements
The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams–preferably with a direct experience of CVA.
Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject.
Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.
To apply, or for further information, please submit your CV in word document format by mail.
00 44 207 019 4137
www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
| |
|
Version française
Made in
|
