Quantitative Analyst – CVA/CCR – London
- £90-125,000 + bonus
- London, England, United Kingdom
- Permanent, Full time
- Gresham Search
- 25 Aug 16
This is a new role with a technically strong and established team at a leading bank.
The role would involve the independent validation of models used for CVA modelling. Day to day the main focus will be the analysis of the model built by the model developers for mathematical and functional soundness. The team implement benchmark models in C++ for comparison with the models being validated.
This role sits in the London team which is part of a wider global team. The overall standard of quants in the group is high, they are all PhD educated. This is a chance to get in to a growth area in the bank and work on complex, advanced methodology.
Requirements for the role include a numerical education, most likely to PhD level with a sound understanding of financial modelling. Experience with a major financial institution either building or validating models is essential. Programming requirements are somewhat flexible but programming experience in at least one language is preferred. Good communication skills in English, both written and verbal, are essential for the role.
To apply, please send CV and/or covering note to email@example.com