09 Mar CVA Quant Analyst with Credit Derivatives Market
CVA Quant Analyst with Credit Derivatives Market Knowledge
required for a Top Investment Bank.
Credit Derivatives Credit Value Adjustment Quant required at Top
Possessing a minimum of 3 years Credit Derivatives and or CVA
Modelling experience combined with C++ and or C# Coding expertise.
You will sit in the Front Office in a Quantitative Research Group, working
on adaptations for CVA Calculations brought upon via new Regulations,
responsible for interacting with Finance, Prime Brokerage, Senior
Management and other key stakeholders.
Technical skills will include Generic Curve Construction, innovative
modelling, WWR Wrong Way Risk& Collateral Management, CVA
Pricing, methodology implementation and development.
You will support a dedicated Credit & CVA Trading Team and possess
strong communication skills.
All applicants must possess a very good academic background with a
PhD, DEA or MSc from a reputable University.