XVA Quant Analyst / Dev (VP), London

Ref: QAX-0802
£140k base, plus Front Office Bonus & Benefits
Leading Investment Bank
Front Office XVA Quant Analytics, (C++ or C#)

A world leading Investment Bank seeks to hire a VP Quant Analyst Dev to join their growing XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the XVA engine. 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. This is an excellent opportunity to join a growing institution and work on exciting & truly leading-edge  projects!


  • 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


  • 5 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#
  • Good mathematical finance knowledge, particularly around Rates or Credit models
  • Understanding of derivative contract terms: CSA terms, MA terms, SwapAgent, etc.
  • Familiar with recent Capital Regulations