Master Mag
On parle de Math-Fi...
CV Ingénieur, Bac+5
en finance de marché
Toutes nos offres d'emploi et de stage en finance de marché
Annuaire blog
|
|
Mis à jour le vendredi 25 mai 2012
|
| |
Partager cette information : 
Front Office CVA Quant Analyst, London, Circa £160,000 + Exceptional bonus + Benefits
This leading US Investment Bank are seeking an exceptional individual who can join their Front Office CVA team at their offices in London.
The successful individual will come on at SVP – AD level and will take on a great deal of responsibility from day one and should not be afraid to take the initiative and bring new ideas to the team.
This role will require a very high level of mathematical finance ability including the creation of complex derivative pricing models using high end mathematical modelling such as Stochastic Calculus, advanced PDE's, Stochastic Volatility etc.
Responsibilities:
-Working closely with the traders on a day to day basis, this team has a very large trading desk to support and you will be sitting on the desk working directly with the traders every day.
-Participate in development and enhancement projects.
-Adjusting variety of projects - creating pricing models and eventually improving them.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Team will be involved in designing and building specific platform for which many exposure models can be easily applied. Prototypes will be implemented using both VBA and C++. These platforms will be implemented across the firm for a number of business functions, so recognition is a fundamental asset to this role.
Ideal background of the successful candidate:
-You will have a solid amount of experience in CVA. You will have had some sort of Front Office experience/Counterparty Credit Risk or Model Validation experience.
-You will have experience developing and implementing analytics libraries using C++ and other programming languages such as C#, Java, Matlab and VBA.
-Strong academic background with a PhD, DEA level in a highly quantitative field such as Mathematics, Physics, Financial Engineering etc.
-Exceptional Mathematical Modelling ability: Stochastic Calculus, PDE's, Stochastic Volatility, Local Volatility etc.
To apply or for more information please contact by mail.
00 44 207 019 4137, www.selbyjennings.com
Keywords: Quantitative Analyst; CVA; Front Office; London; Europe Derivatives; Trading; Traders; C++; Counterparty Credit Risk; SVP; Associate Director
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
| |
|
For our English
speaking Friends
Un service proposé par :
|
