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XVA Quantitative Analyst - Banking - London

London, United Kingdom, £ £ - Annual Annual, Permanent

Description

Twenty Financial Services are currently searching for a XVA Quantitative Analyst for a Bank based in London. The position will focus on the development of the Bank\'s derivatives pricing tools and libraries with C++

The Bank holds a unique position in the market and will offer great exposure to the Emerging Markets

Responsibilities:

  • Develop and maintain derivatives pricing models in C++ using quantitative techniques
  • Modelling coverage is cross asset class including rates, FX, Fixed Income and Equities
  • Hold relationships with traders and portfolio managers and providing them with recommendations of modelling and pricing methodology
  • Work with technology, risk and treasury teams

Skills required:

  • Quantitative education at MSc or PhD level
  • Experience with a quant role focussing on XVA (CVA, DVA, FVA etc)
  • Advanced programming skills with C++ highly desirable
  • Good communication and stakeholder management skills

Job Details

706928020
Mon, 13 May 2019 19:00:00 EST
Not Specified
London, United Kingdom
Permanent
£ £ - Annual Annual