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FO Quant Analyst - Global Investment Bank - London

Job Title: FO Quant Analyst - Global Investment Bank - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £70000 - £90000 per annum
Reference: BBBH18800_1529070463
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: June 15, 2018 14:47

Job Description

Twenty Financial Services are currently recruiting for a Front Office Quantitative Analyst with C#/C++ / Java programming skills to join the XVA team of a Global Investment Bank in London.

This is an exciting opportunity to join the Front office XVA Quant team and support the BAU work of the traders, contributing to the design of new features and tools.

Responsibilities

  • As part of the front office XVA quant team, support the trading desk in development of new features in the engine including data preparation
  • Using excel spreadsheet/ C# and C++ tools in order to support the team
  • BAU support to the XVA desk

Skills

  • MSc from a top university in Mathematical Finance is essential (PhD preferred)
  • Experience in a front office environment using C# or C++ Windows development skills
  • Rates or credit product knowledge required (XVA knowledge is desired but not essential)
  • Strong understanding of derivatives pricing models and terms