Quantitative Counterparty Risk Analyst, London

Global top-tier  investment bank based in London.

The key focus of this team is the improvement, development and validation of the counterparty risk models across ALL traded products. You will assist in the development of the Monte Carlo based counterparty risk system.

In order to qualify for this position you must have the following:

• MSc or PhD in either Maths, Physics, Statistics or Financial Engineering
• Previous work experience in an investment bank of hedge fund covering derivatives
• Good programming skills- VBA or C++
• Excellent communication skills

If you feel you have suitable financial experience to contribute to this very strong organisation, please forward your CV to David Connet at dconnet@morganmckinley.com.

All correspondence will be dealt with in utmost confidence.