CVA Quant Analyst

Pre-requisites for the roles include: * At least an MSc from a top university (PhD preferred) * Strong technical skills (C++, VBA, SAS - as required) * Relevant work experience with a top tier institution * The ability to work in the UK without sponsorship. Mandates include: Bulge Bracket Investment Bank - VP/D Counterparty Risk CVA Quant * PhD not required, but highly preferrable. * Experience in either Model Validation or CVA/CP Risk Methodology. * C++ required * Tier One Investment Banking experience preferential * Knowledge of CVA, CP Risk Methodology and IRC/IMM required. American Investment Bank - Front Office VaR Methodology (AVP/VP - £55 - 85k) * PhD not required, but highly preferrable. * Cross asset experience in either Model Validation or VaR Methodology. * C++ required * Tier One Investment Banking experience preferential * Candidates must have implemented models. Tier One Investment Bank - AVP Counterparty Risk Quant * PhD not required, but highly preferrable. * Cross asset experience in eCP Risk Models required. * C++ required * Tier One Investment Banking experience preferential If these could be of interest then please provide your most up to date CV and I'll be in touch next week. To find out more about Huxley Associates, please visit www.huxley.com