Quantitative Analyst / Modeller

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UK Investment bank seeks experienced PFE/CVA quantitative analysts to work within the Market Risk Modelling Team. Responsibilities:
- Develop & validate Market Risk models for the Wholesale Division and validating Front Office Derivative Pricing Models.
- Quantify Counterparty Credit Exposures across Wholesale division.
- Validation of Front Office developed Credit Value Adjustment model framework.
- Develop models for assessing the Fair value of loans and the quantification of the inherent market & credit risks.
- Develop in-house model library.
- Provide quantitative support for model library clients.

Qualifications:
- Masters or PhD in quantitative discipline
- Strong programming skills in VBA and C++
- Minimum of 3-5 years Finance/Banking experience within Monte-Carlo, model development or Derivative pricing.

If you wish to apply to be short-listed for this role or if you require more information, please contact Catherine Pease on 0207 469 8955, for a confidential and informal talk or send your CV by attaching it to the link below.



(Huxley Associates Limited acts as an Employment Agency and an Employment Business)

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