A huge opportunity to work for a globally recognized and established brand in the TMT space. • Direct impact on the business in the front office, means you will gain hands exposure with clients. • Excellent opportunity to work with VC and Private Equity funds • Extremely competitive compensation structure. Involved in the production of risk advisory / asset-liability management models.
Qualifications: • Experience working within counterparty risk analytics, with hands on modelling of CVA, RWA. • Excellent quantitative skill set with advanced mathematical and statistical methods. .Global Head of Quantitative Credit Research based locally • Prototype pricing models in accordance with the desks continuing expansion Requirements: • 3-6 years front-office quantitative experience • Excellent C++ programming skills. • Strong background within credit derivatives and/or CVA modelling
Are you in doubt with all these requirements?
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