Front Office XVA Quant – VP (global markets)

Barclay Simpson; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Barclay Simpson is partnering with a global investment bank in London to recruit for a Front Office XVA analytics role. The position focuses on developing analytics in C++ and Python, supporting model design and implementation, and delivering thorough desk-facing documentation.

The ideal candidate will combine strong numerical skills with front office exposure and excellent communication abilities to contribute to next-gen XVA analytics and scalable solutions.

Qualifications

• Excellent analytical and numerical skills.
• Solid experience coding in C++ or similar language.
• Front office exposure (any asset class).
• Strong communication and problem-solving abilities.
• Experience in quantitative modelling (XVA, CCR, rates, FX, inflation, equities).

Responsibilities

• Developing analytics in C++ and Python.
• Contributing to model design and implementation.
• Providing front office desk support.
• Producing clear model documentation.

Skills

Strong mathematical & numerical skills

C++ experience

Python experience

Front office experience

Communication & problem-solving

Tools

C++

Python

Job description

Our client, a global investment bank in London, is looking to speak with interesting candidates who can bring new perspectives and broaden the scope of their Front Office XVA team.

They are particularly keen to connect with individuals who have strong mathematical and technical skills, along with front office experience—even if you don’t have direct XVA expertise.

Recent investment in a state-of-the-art analytics library means the team is accelerating new business functionality and developing next-generation XVA analytics; and are looking for a highly motivated person to be apart of this exciting project.

This role provides direct desk support with a focus on model development and design of future analytics solutions. You’ll also offer front office support and ensure thorough model documentation.

Key responsibilities include:

• Developing analytics in C++ and Python
• Contributing to model design and implementation
• Supporting the Counterparty Risk Trading desk
• Producing clear documentation

Ideal candidates will have:

• Excellent analytical and numerical skills
• Solid experience coding in C++ or a similar language
• Front office exposure (any asset class)
• Strong communication and problem-solving abilities
• Experience in quantitative modelling (XVA, CCR, rates, FX, inflation, equities)