XVA Quantitative Analyst - Banking - London

Job Title: XVA Quantitative Analyst - Banking - London
Contract Type: Permanent
Location: London, England
Salary: £70000.00 - £100000.00 per annum
Reference: BBBH21451_1559557762
Contact Name: George Marks
Contact Email:
Job Published: June 03, 2019 11:29

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


  • 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