Experienced Quantitative Analyst in CVA Trading London
5 days ago
We are seeking a highly experienced Senior Quantitative Risk Manager to join our risk management team in London. The ideal candidate will have a strong background in quantitative risk management and a deep understanding of financial derivatives.
The successful candidate will be responsible for developing and implementing risk management models to support our global CVA trading business. This is an exciting opportunity for an experienced risk manager to take on a senior leadership role and contribute to the growth and success of our company.
Key Responsibilities:
- Develop and implement risk management models to support CVA trading decisions
- Collaborate with traders and analysts to analyze market data and identify opportunities
- Design and maintain complex mathematical models to estimate credit valuation adjustments
Requirements:
- Minimum 5-10 years of experience in quantitative risk management
- Strong background in financial derivatives, especially rates and FX
- Experience interacting with CVA/XVA and funding trading desks is an advantage
- PhD or Masters in a quantitative field (Math, Science, Financial Engineering, etc)
Benefits:
- Total compensation: £250,000 + superb benefits
- Opportunity to work in a leading global investment bank
- Dynamic and collaborative work environment
About Our Company:
We are a top-tier global investment bank seeking a highly skilled risk manager to join our team. With a strong focus on innovation and excellence, we offer a unique opportunity for experienced professionals to grow and develop their careers.
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