VP XVA Quantitative Analyst - London
VP XVA Quantitative Analyst - London
A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex modelling behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes.
Ideal candidates will be a quantitative analyst coming from a front office XVA, front office rates or CCR-orientated background.
Responsibilities:
- Building Analytics libraries for XVA pricing and risk-management
- Develop prototypes for a new best-in-class XVA engine
- Work Closely on tool-building to Support the XVA Traders
- Ad-hoc research projects to which you will have autonomy on.
Requirements:
- 3+ Years Experience in a similar Quantitative Role
- Technical Programming Skills in C++ and Python (C#/JAVA and python backgrounds also considered)
- Fixed Income Product Knowledge (Rates, Credit or Fx)
- Strong Written and Verbal Communication Skills
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