Selby Jennings has been mandated to fill an excellent position at a leading French financial institution based at their headquarters in Paris. The role’s focus is on the counterparty credit risk/CVA space cross asset. This company has thousands of banks, asset managers and corporations who rely on this institution and solutions to support their capital markets activities. This Institution has consistently been recognised as a top leader in software development. The company has always kept at the forefront of the market and consistently reinvented itself to stay ahead and offer innovative solutions to the industry globally.

The manager is looking to expand the team in 2012 and bring on a senior CVA quant / counterparty credit risk expert and also a more junior member. Below is the type of criteria the manager is looking for in his ideal candidate:
• Senior role: 5 years of industry experience from top financial institutions (Investment banks, software houses, financial services institutions).
• Junior role: 2/3 years of experience from the above institutions.
• Candidates should have strong mathematical and educational backgrounds, having completed a Masters degree in a quantitative, mathematical background (PhD would be ideal).
• The role will offer a lot of autonomy and the ability to interpret in your own way therefore the manager is looking for candidates who can come in and make an impact from day one.
• There will be large consulting & project management aspects to the role so the product exposure and ability to learn is unsurpassed.
• The institution is a leader in its industry and therefore requires exceptional candidates who have the ability to take on challenges and push themselves and their careers forwards. The role is cross asset and therefore if you have experience covering CVA or counterparty credit risk across any asset class you could be a very suitable candidate.
• Due to the cross asset nature of the work that this team covers, the candidate who is invited to join them will receive world-class training and exposure to every asset class which will greatly enhance your technical abilities.
• The ideal candidate would have excellent experience with development, implementation of the models and validation of the system in the counterparty risk space
• Candidates from France, UK and surrounding areas will be considered or this financial institution.

If you are interested in this role and think you have the ability to work in a strong and growing team then please apply into this role and we will qualify your application. The manager has put quite a focus on both the senior and junior roles and if you think you can take on the challenges of this very client facing role please apply into: quantexotic@selbyjennings.com