Xva Quant Analyst Director, Tier-1 Us Investment - London, United Kingdom - eFinancialCareers

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London, United Kingdom

2 weeks ago

Tom O´Connor

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Tom O´Connor

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Description
Director / Senior VP XVA Quantitative Strategist, Tier 1 American Investment Bank


The bank have ambitious plans to completely revamp the way in which they model XVA, and as a result there are a number of complex greenfield projects to work on.

The individual will have a lot of autonomy on the approach to modelling, and will be expected towork very closely with the trading teams.


Responsibilities:


  • Fromscratch design and implementation of the new XVA engine (Brainstorming, Modelling, prototyping, implementation).
  • Close support of trading teams
  • Potentially managing a small team

Requirements:


  • 7+ Years of experience in a front office quant or middle office XVA environment
  • Technical Programming Skills in C++ and Python (C#, Python also considered)
  • Fixed Income Product Knowledge (Rates, Credit or Fx)
  • Strong Written and Verbal Communication Skills
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