Für Recruiter

CCR/XVA Quant Specialist

Fourier Ltd
London, Vereinigtes Königreich
Gepostet vor 14 Tagen Permanent £80,000 - £150,000 + Bonus + Benefits
A
Gepostet von
Aaron Wescott
Recruiter
A market leading investment bank are looking for an experienced quantitative analyst to join their counterparty credit risk / XVA team. They are responsible for managing credit, market and operational risk, model risk, independent liquidity risk and insurance.

A tier 1 investment bank are looking for a quantitative analyst to join their counterparty credit risk / XVA team. They are responsible for managing credit, market and operational risk, model risk, independent liquidity risk and insurance.

This is an exciting opportunity with a lot of potential as you will be given a lot of independence and responsibility in a thriving team that have continued to grow in the past few years.

You would be directly involved in the stress testing, pricing, and the of building models in a cross-asset environment where you will have a 360 view of the business.

The ideal candidate will have strong quantitative skills, with past exposure to counterparty credit risk and XVA, and have strong programming skills.

Key skills:

  • Experience with counterparty credit risk or XVA
  • Strong coding skills, Java, C++, Python
  • Good education background
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