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Senior Quantitative Model Validation Analyst - XVA / CVA (Remote)

United Kingdom - Remote R

GBP 72K-80K (estimate) Senior-level Contract Full Time

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Found 1d ago
Tasks
Perks/Benefits
Skills/Tech-stack

C++ | CVA | Counterparty Credit | Counterparty Credit Risk | Credit Risk | DVA | Exposure simulation | FVA | Greeks | MATLAB | Monte Carlo | Monte Carlo Simulation | Numerical Methods | PDE methods | Python | R | Risk-neutral valuation | Sensitivity Analysis | Stochastic Calculus | Stress Testing | XVA

Education

Master of Science | PhD

Roles

Analyst | Model Validation Analyst | Quantitative Analyst | Quantitative Model Validation Analyst | Validation Analyst

Regions

Europe

Countries

United Kingdom

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