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Counterparty Credit Risk Quantitative Analyst

  • Job type: Permanent
  • Location: Charlotte
  • Salary: $150000 - $225000 per annum
  • Job reference: CEVA 787833
  • Sector: Banking and Finance, Quantitative Finance, Risk Management, Selby Jennings
  • Date posted: 14/11/2017
Top American investment bank is growing aggressively in the counterparty space. This is a key hire on a high exposure team at the firm.

In this role, you will be validating counterparty credit risk models and pricing derivatives. This team has a global presence and you will be interacting with personnel worldwide.

Qualifications
  • Ph.D. in Quantitative Field
  • Experience Validating counterparty credit risk models
  • Hands-on work with credit derivatives
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