Hello, Hope you are doing good. I came across your resume today and was unsure if you were locked into a position or still open to opportunities. Posted below is a job description of an opportunity I think you may be interested in. If this position is not of relevance to you, please feel free to pass this information to any interested parties.
*Title: CVA Quant* Location: Downtown, New York Duration: 3+ Months *Interview: Face-To-Face * My client a top tier bank is looking to add senior level quantitative risk modeler to their counterparty credit risk analytics team. This is a growth hire and for the right candidate will offer the opportunity to manage projects as well as direct reports right away. This group interacts will multiple other areas of the business and is full of some of the industry’s top quants. *Some of the main responsibilities of this role include:* · Developing calibration methodologies · Developing and testing pricing models · SME on CCR · Developing CVA models · Working with multiple areas of the business to implement the models · Work alongside the model validators · Interact with regulators *Required Qualifications:* · 7+ years of experience in quantitative risk modelling · Ph.D. in Mathematical field with a stochastic calculus/process background · Excellent communication skills · Expertise in CCR and CVA modelling · Extensive derivatives experience · Strong programming skills specifically in C++ · Hands on experience with quantitative risk measures (IMM, PFE, EPE) *Thanks & Regards* Deepak Kumar | Lead Recruiter Direct: 845-523-4543 Email: [email protected] -- You received this message because you are subscribed to the Google Groups "Citrix and Sap problems" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at https://groups.google.com/group/citrix-and-sap-problems. For more options, visit https://groups.google.com/d/optout.
