Imported from previous forum
Job Role:
• Reporting to the Head of Credit Modelling.
• Analysis of credit exposure across all exotic products.
• Testing and building of potential future exposure models, using primarily Monte Carlo VaR methods.
• Interfacing with traders and front office quants.
Experience:
• Educated to post graduate (MSc/DEA/PhD) level in financial mathematics or related subject.
• 1/2yr relevant experience in a quantitative risk orientated role.
• Knowledge of exotic credit derivatives is essential, with interest rate, FX and equity products preferable as this is a counterparty risk position.
• Strong C++ plus ideally one other programming language e.g. C or VBA.
Salary: £40,000 – 80,000
Location: London
To discuss this role further in confidence contact our finance team on
+44 (0) 20 740 55 800 or email your details to Finance@AnsonMcCade.com