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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: £60000 - £90000 per annum
Reference: BBBH18800_1533635519
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: August 07, 2018 10:51

Job Description

Twenty Financial Services are recruiting for a Front Office Quantitative Analyst to join the XVA team of a Global Investment Bank in London.

This is an interesting opportunity to join the Front office XVA Quant team, within an established Global Investment Bank, whose work is to support the trading desk, as well as develop upon innovative trading tools and features.

Responsibilities

  • Contributing to the development of new XVA features and tools by supporting the trading desk
  • Using excel spreadsheet/ C# and C++ tools
  • BAU support to the XVA desk

Skills

  • Outstanding academic credentials including a MSc from a top tier university in Financial Mathematics (or equivalent)
  • Experience working as Quantitative Analyst, preferably in a Front Office environment
  • Experience in C# or C++
  • Proficient understanding of financial mathematics, principally around credit models or rates
  • Understanding of derivatives pricing models
  • Experience of XVA is not essential