I have a requirement for a 1 year+ Credit Risk Quantitative Analyst to work in a US house. Please read this spec and send me a Word CV asap if you are interested. They have the mandate to hire asap.Feel free to forward this email.
Top Tier Investment Bank is currently recruiting for an experienced Quantitative Analyst to work as a senior member of the team. You will develop and implement models to measure counterparty risk, and potential future exposures. You will analyse counterparty potential exposures on a trade, counterparty and portfolio level, and have responsibility for a diverse range of quantitative projects, such as enhancing excel library functions for Montecarlo simulations. You will work with exotic/hybrid derivatives across all asset classes, giving you a great deal of diversity in your work. You will ideally have a PhD in a quantitative field (although a Masters Degree will be considered. Will have a minimum of 3 years professional experience with implementation of derivatives pricing models (our client is also happy to speak to candidates who are more senior). Experience with credit risk analytics is desired, and you must have strong programming skills in C++.
