Counterparty & Credit Risk Jobs

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Quant Analyst, XVA-CCR (Assoc, AVP), London

London
QAXC-3010
Total to £150k

This leading Investment Bank seeks to hire a Quant Analyst to join their Collateral & Credit Quant Research team to produce innovative models and solutions for XVA, CCR & SIMM Libraries whilst also supporting the XVA trading desk.  The team use cutting-edge modelling and implementation techniques to ensure the bank can cope with the increasing list of regulatory measures (XVAVaR, SACCR, FRTB-CVA …)

Front Office CVA Quant Analyst (VP, Director), London

London
FOCVA-2804
Total to £250k + Superb Benefits

My client, a Leading Investment Bank, seeks to recruit an experienced Front Office Quant Analyst for a role supporting their global CVA trading business in London. This is an excellent opportunity for an experienced front office quant with a 5 to 10 yrs experience to work on challenging quantitative projects and work very closely with the business!

SKILLS & EXPERIENCE:

  • Minimum of 5


Snr XVA-CCR Quant Analyst (VP), London

London
CCR-1811
Total to £240k + Benefits + Hybrid working

This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its state-of-the-art technology.  It is now seeking to hire a Senior Quant Analyst for the development of Counterpart Credit Risk (CCR) Models based in its London, Paris or Singapore hubs.

The team is responsible for a new Cross-asset

ECL Quant Analyst (VP), London

London
IFRS-1708
Total to £225k Total + Benefits

This leading Investment Bank seeks to hire an experienced Quant Dev (VP) to join their XVA group to  covers valuation adjustments, from user tools, through library development, to overnight and intra-day runs.  The valuation adjustments cover both the Trading Book, e.g. CVA, and Banking Book, in particular Expected Credit Loss (ECL).  This is an excellent opportunity to join a growing institution

Front Office Quant Strat, Capital, FRTB (VP), London

London
RCQD-1008
Total up to £250k + Benefits

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk.  As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES:

  • Development of a