CCR/XVA Quant Specialist
- Employer
- Fourier Ltd
- Location
- London, United Kingdom
- Salary
- £80,000 - £150,000 + Bonus + Benefits
- Closing date
- Oct 3, 2022
View more
- Job Function
- Banking
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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:
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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