Front Office XVA Quant Analyst (VP)

  • Up to £110k base + Front Office bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • Millar Associates
  • 08 Dec 17 2017-12-08

A world leading Financial Services Group seeks to hire an experienced Quant Analyst to join their growing XVA trading business in London. You will be charged with engineering the improvement, extension and testing for models and pricing engines including XVA models. You will also support the trading and risk management desk.

Leading Global Banking Group, London
Front Office Quant Analytics

KEY RESPONSIBILITIES:

  • Involved in the architecture design of the XVA system
  • Contribute to mathematical modelling and system decision making
  • Provide quant support to the Front Office and related functions
  • Model analysis and improvement (calibration, risk stability, market data …).
  • ESSENTIAL SKILLS & EXPERIENCE:
  • 2-5 years in a similar front office quant role
  • Prior experience working on XVA models
  • good mathematical understanding of XVA models and XVA concept
  • Advanced programming skills in C++, C#, Excel VBA
  • Highly motivated; team player; strong communication skills
  • Large-scale/cloud computing system architecture design experience advantageous
  • Experience in derivative pricing models is a plus