CVA pricing is increasingly becoming a very sort after skill-set within the market. This is a high priority hire within this leading investment bank as they seek to widen coverage on their front office analytics desk
JOB DESCRIPTION
CVA pricing is increasingly becoming a very sort after skill-set within the market. This is a high priority hire within this leading investment bank as they seek to widen coverage on their front office analytics desk.
Location: New York, USA
Responsibilities:
• Develop and price CVA front office pricing models within fixed income analytics.
• As part of CVA team help the complex build out of a new generation of models.
• Interact daily with quant traders in order to maximize model performance.
• Support the fixed income quantitative pricing library and program fluidly in C++.
• Develop and price CVA front office pricing models within fixed income analytics.
• As part of CVA team help the complex build out of a new generation of models.
• Interact daily with quant traders in order to maximize model performance.
• Support the fixed income quantitative pricing library and program fluidly in C++.
Required of the candidate:
• Excellent pricing skills and modeling abilities.
• In depth understanding of CVA and Fixed Income (would consider those more from FX or Credit side).
• High performance track record and ability to programme in C++.
• Ability to Interact with Fixed Income Quants and traders all day long as this is entirely front office.
• Excellent pricing skills and modeling abilities.
• In depth understanding of CVA and Fixed Income (would consider those more from FX or Credit side).
• High performance track record and ability to programme in C++.
• Ability to Interact with Fixed Income Quants and traders all day long as this is entirely front office.
Qualifications:
• Ph.D or Double MSc from a highly ranked school, ideally with a relevant thesis or study to analytics.
• 2-6 years front office experience ideally within fixed income, fx, or credit.
• Ph.D or Double MSc from a highly ranked school, ideally with a relevant thesis or study to analytics.
• 2-6 years front office experience ideally within fixed income, fx, or credit.
In return they are offering:
• A huge opportunity to lead and attain significant career progression within the CVA analytics spectrum.
• A large number of evolving projects to get your teeth stuck into.
• Helping to build out an important and relatively new area of business within a Tier 1 bank.
• High Reward - exceptional Remuneration Structure.
• A huge opportunity to lead and attain significant career progression within the CVA analytics spectrum.
• A large number of evolving projects to get your teeth stuck into.
• Helping to build out an important and relatively new area of business within a Tier 1 bank.
• High Reward - exceptional Remuneration Structure.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
KEY WORDS: CVA, CVA analytics, CVA quant pricing, quantitative analytics, fixed income quant,
APPLY | quant-jobs@g-q-r.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.806.9333
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GQR Global Quant, GQR Global Trading, GQR Global Markets
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