Job 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
