- £10000 - £110000 per annum
- London, England, United Kingdom
- Permanent, Full time
- Selby Jennings QRF
- 17 Apr 18
XVA Quantitative Analyst - Tier 1 Investment Bank
- Location: London, England, United Kingdom
- Salary: £10000 - £110000 per annum
- Job Type: Full time
Selby Jennings has recently partnered with a tier 1 investment bank who are looking for a new XVA quant to join their front office team.
XVA QUANTITATIVE ANALYST
XVA QUANTITATIVE ANALYST - TIER 1 INVESTMENT BANK LONDON
Selby Jennings has recently partnered with a tier 1 investment bank who are looking for a new XVA quant to join their front office team. If you are interested in becoming a front office quant analyst at a major investment bank or are looking to further your career in developing cutting-edge pricing models for derivative products, this could be the ideal role for you.
To apply for this position you will have a professional background working in XVA analytics at an investment bank or in developing front office pricing models for FX derivative products. You will also have extensive experience in using C++.
Responsibilities will include:
- Contribute to the C++ library for XVA analytics
- Maintain and develop new pricing models for various derivative products including those for FX and credit
- Assist key stakeholders in the front office team (risk, traders etc.)
To be considered for this opportunity you will need to demonstrate:
- Extensive experience in developing pricing models for derivative products
- A high degree of proficiency in C++
- A solid knowledge of stochastic calculus
- A strong academic qualification in a quantitative finance-related discipline - MSc or PhD preferred
Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com