CCR Quant Analyst, London & Singapore

Ref: LQAM-1106
Base to £130K + 30% Bonus + Benefits
Top-tier Investment Bank
CCR Modelling, New Front Office Group, Cross-Asset Derivatives Pricing, C++

Our client, a global Investment Bank, operating across the world’s most dynamic markets is looking to hire a front office Quant Analyst to develop of Counterpart Credit Risk (CCR) Models. Their Quant team is responsible for development of the cross asset derivatives and is based in either low-tax Singapore or the vibrant City of London. You'll work with highly talented Quants and gain deep exposure to the asset class.


  • Develop & implement Counterparty Credit Risk (CCR) models
  • Provide day-to-day support for all consumers of CCR data
  • Improve risk and regulatory related analytics
  • Develop CCR exposure simulation methodologies and tools


  • Minimum 2-5 years’ experience developing/validating CCR models
  • PhD or Masters educated in a quantitative field (Physics, Maths, Financial Engineering)
  • Knowledge of numerical methods, stochastic calculus, & probability theory
  • Good programming in C++
  • Able to communicate complex ideas in a clear manner