XVA quant strat - Assoc/VP level XVA quant strat - Assoc/VP level …

Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 13 May 21
perfomance based bonus
Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 13 May 21
perfomance based bonus
Great opportunity for a junior quant/strat with strong derivative pricing experience to join a strong xva quant strat team at a tier 1 bank.

XVA Strat - Assoc Level

NYC based

This Strat team is seeking a highly motivated quant/strat at around the Associate level to join their New York team.

Responsibilities:

  • Supporting the desk's daily trading and risk management activities such as pricing, hedging, etc
  • Developing tools and analytics for the desk to price and risk manage positions
  • Help traders and sales people understand the market and develop new business

Requirements:

  • Advanced degree in Math/Physics/CS/Engineering or similar
  • Good understanding of derivatives products in one or more asset classes, including rates, credit, foreign exchange, equities and commodities
  • Good understanding of basic financial math of derivative pricing
  • Excellent programming skills in C++ and Python or Matlab
  • Excellent communicator

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