XVA Quantitative Analyst XVA Quantitative Analyst …

Morgan McKinley
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 25 May 20
Negotiable
Morgan McKinley
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 25 May 20
Negotiable
My client, a leading commercial bank, is seeking for an XVA Quantitative Analyst. With a background in quantitative finance and credit structuring required, you will support the XVA desk to analyse counterparty credit risks for derivatives portfolios. You are also required to work closely with the Front Office Traders in managing CVA exposures.

REQUIREMENTS:

  • M. Sc or PhD in quantitative field (Statistics, Mathematics, Financial Engineering, Quantitative Finance)
  • At least 5 years of experience in quantitative finance
  • In-depth knowledge derivatives and structured credit
  • Knowledge of programming (eg, Python, C++, C# , XSLT, VBA)
  • Ability to work independently, as well as a team

INTERESTED APPLICANTS PLEASE SEND YOUR UPDATED CV (IN WORD FORMAT) TO eflee@morganmckinley.com

*PLEASE NOTE THAT ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED

MORGAN MCKINLEY PTE LTD, EA LICENSE NO: 11C5502

LEE EE FANG, REGISTRATION NO: R1980370

EFLEE@MORGANMCKINLEY.COM

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