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XVA Quantitative Analyst - Banking - London

Job Title: XVA Quantitative Analyst - Banking - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £70000 - £100000 per annum
REF: BBBH21451_1559557762
Contact Name: George Marks
Job Published: 13 days ago

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