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You will join a Top Investment Bank based in their Dublin, Ireland office Validating Counterparty Credit Risk and Market Risk Models. You possess a PhD in a Quantitative discipline with key coding in either R, Matlab, Python, C++ or Java.
You will possess fundamental Quantitative techniques, ie Black Scoles theory and Brownian Motion and have a keen interest in Financial Products .
All Candidates must have excellent communication skills and be able go face off to various stakeholders such as Risk, Risk Quants, IT and regulators.
To apply reply back with your most upto date CV
Applicants must hold a PhD or equivalent qualification as a minimum
Contact - Ben Baxter
Tel 0203 176 6647
email - email@example.com
Internal Number: 6094821
About ITS-City Ltd
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