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.
- 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
Eames Consulting is acting as an Employment Business in relation to this vacancy.