CVA "Credit Valuation Adjustment" Quantitative Analyst covering all aspects of Model Validation, model related issues in trade pre-approvals for Interest Rates IR, Equities EQ, Commodities, Foreign Exchange FX and Credit Derivatives products.
You will work in a small team responsible for validating models to detect, identify and quantify risks in the area of marking-to-market and risk management of model intensive products. Perform product certification and approval of single trades. You will also be responsible for validating CCR PFE Models.
You will collaborate with Front Office model owners, IT & fellow team members communicating and negotiating with key stakeholders including Regulators. You will gain cross training into exciting Machine Learning projects and work on IBOR Transition projects.
Technically you possess Python Coding skills, with a MSc (or higher) in a quantitative discipline, mathematical or physics etc, combined with excellent written and interpersonal communication skills.
Strong academics required ideally a PhD in a Quantitative Discipline or a MSc at a reputable University combined with exceptional communications skills.
My client can also consider candidates to be based in London UK.To Apply submit your CV and or call details below
Contact - Ben Baxter
Number - 0203 176 6647
Email - email@example.com