XVA Quantitative Analyst
Consultant Vera Grass
Date posted 26 March 201811 Slingsby Place, St Martin's Courtyard London, WC2E 9AB Robert Walters United Kingdom
A leading global investment bank based in London is currently seeking a Quantitative Analyst to join their Finance Quant team. The team is responsible for the development and the implementation of the bank’s models within the XVA framework. The position will be technically demanding. Therefore, only candidates with excellent programming skills and a strong background in finance will be considered.
Responsibilities of the XVA Quantitative Analyst:
- Developing and implementing models for CVA, FVA and MVA
- Contributing to build up XVA analytics
- Ensuring the bank’s models meet capital requirements
The XVA Quantitative Analyst must have:
- A university degree in a quantitative subject (Mathematics, Engineering or Physics)
- Previous experience in a quantitative role in Finance
- Excellent XVA understanding. Alternatively, very good knowledge in Rates
- Strong systems skills, preferably in C++. Candidates programming in python would also be considered
If you would like to find out more about the XVA Quantitative Analyst role based in London, please contact Vera Grass on email@example.com or 02075098772.