Vice President - XVA Quantitative Analyst
A Top Investment Bank in London is looking for a Quantitative Analyst to join a leading Global Quantitative Analytics team, responsible for developing pricing, execution, and risk management models. This role offers the opportunity to work on complex financial modelling challenges, directly impacting trading activity and risk management strategies.
You will collaborate closely with trading, risk, and technology teams, contributing to the development of XVA pricing models and counterparty credit risk analytics.
Key Responsibilities
- Developing pricing models for XVA and Counterparty Credit Risk, ensuring accurate and efficient calculations.
- Designing calculation methodologies and implementing them in C++, adhering to best practices in quantitative development.
- Working alongside global quant teams to ensure consistency and integration with the broader quant analytics library.
- Conducting model testing, backtesting, and performance validation using historical market data.
- Explaining and demonstrating model calculations to traders, risk managers, and technology teams.
- Supporting trading desks with quantitative analysis and modelling solutions.
What They're Looking For
- Strong quantitative and analytical skills, with the ability to solve complex modelling problems.
- Proficiency in C++ for numerical computing and quantitative development.
- Solid understanding of investment banking, derivatives pricing, and XVA modelling.
- Knowledge of counterparty credit risk modelling and risk management frameworks.
- Strong background in probability, quantitative finance, numerical methods, optimisation, and time-series analysis.
- Excellent communication skills, with the ability to work effectively across trading, risk, and technology teams.
- A Master's or PhD in a STEM (Science, Technology, Engineering, Mathematics) discipline from a leading academic institution.
Why Join?
This is an opportunity to be part of a high-impact quant team, working on cutting-edge financial models that shape trading decisions. You will gain exposure to complex derivative products, advanced risk analytics, and real-world quantitative finance challenges in a highly collaborative environment.
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