Lead XVA Quant Analyst (Dir, Snr VP), London
Circa £165k base, plus FO Bonus & Benefits
Leading Investment Bank
Front Office XVA Quant Analytics, (C++ or C#), Team leadership
A world leading Investment Bank seeks to hire a Snr Quant Analyst/Dev to join the XVA trading business in London. With a very strong background in XVA or Interest Rates, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the XVA engine and deputise for the global head of XVA.
The team is based on the London trading floor & supports the trading and risk functions of several Desks via applications that run on traders’ desktops, compute grids and external cloud compute fabrics. Excellent opportunity to join a growing institution, work on exciting leading-edge projects and gain management experience!
- Support the XVA Trading Desk
- Support the XVA engine, trading tools and systems
- Design and develop new features in the XVA engine
- Data preparation and documentation
- Deputise for the global head (team of x6)
SKILLS & EXPERIENCE:
- 5-10 yrs+ front office quant analytics experience
- Significant XVA experience in a Front Office role
- Significant Rates experience a Front Office role
- Advanced programming skills in C++ or C#
- Excellent derivatives maths abilities, particularly around Rates or Credit models, & hedging
- Understanding of derivative contract terms: CSA terms, MA terms, SwapAgent, etc.
- Familiar with all recent Capital Regulations