XVA Quantitative Analyst (AVP)
Salary £70,000 - £90,000 per annum
Consultant Michael Wilson
Date posted 16 August 2018 2018-08-162018-10-15 financial-services UK Robert Walters United Kingdom
A XVA Quant Analyst role has become available at a highly regarded Investment Bank based in London. This role offers an opportunity for excellent career progression with a leading global Investment Bank undertaking Quantitative Analysis, XVA Pricing modelling in London.
Responsibilities of the XVA Quantitative Analyst:
Support BAU of the XVA engine, XVA trading tools, and upstream and downstream systems including data preparation.
- Contribute to the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation and documentation.
Prerequisite Requirements for the XVA Quantitative Analyst:
Experienced in Windows development in a front office position using C++ or C#.
Understand details of derivative contract terms, CSA term, and derivative pricing models.
Understand mathematical finance, particularly around rates or credit models.
This XVA Quant Analyst role offers an excellent opportunity to support a rapidly expanding Investment Bank and Risk team in London. The role will offer scope to deliver key strategic and technical book of work whilst gaining opportunity to support projects and secure a long term career.
Should you be interested in this role and the opportunity it presents, please call me on 0207 509 8035 or email me, please be advised each applicant will be assessed against the above pre-screening criteria.