Location: Hungary Type: Permanent
XVA Quant Strat
This modeling team is embedded in the global strat team and provides quantitative solutions to multiple businesses across several divisions. Our client is looking for someone to join the XVA strat team. The XVA desk is a unit within Fixed Income and focuses on pricing and hedging Counterparty Credit Risk. You will work closely with XVA strats and traders in New York, London, Hong Kong, with credit/market/model risk management, controllers as well as IT. You will require a deep understanding of high level mathematical models used for pricing financial products or mitigating risks, and also an ability to interact and cooperate with global teams.
What's on offer:
Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.