A top tier bank is looking for a quantitative analyst to join their team in London.
This will sit within market Market risk. You will be responsible for prototyping the CVA sensitivity framework.
Ideal candidate:
- Strong knowledge of Market risk and credit derivatives
- Previous experience across CVA
- Good C++ programming ability
- Strong Matlab skills
- Additional programming skills are highly advantageous
If you are interested in this role please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.
