The global Quant Research team at this global investment bank applies specialist methods from mathematics, science and engineering to generate revenue. They work on data, models, and algos for derivative valuation and risk, automated trading, and data-driven decision-making.
They now seek a Senior Quant to research and implement financial models for product valuation, risk analysis and trading and provide quantitative expertise to traders and marketers, as well as our technology and risk teams.
You will provide modelling for Valuation adjustments (XVA), Counterparty credit risk (CCR), model governance, and improve their modelling capability. This is an outstanding opportunity to join a respected global quant research group, closely aligned with revenue.