Quantitative Analyst (Experienced) XVA/ C++ / Modelling - London hybrid -£125,000+

Hawksworth; England; Hybrid; GBP 112,500 - 137,500; Full time

Job summary

A leading investment banking firm is seeking an experienced Quantitative Analyst to focus on XVA modelling in London. Candidates should possess strong C++ skills and relevant quantitative analysis experience of 2-8+ years. The role offers a hybrid working model with three days in the office. Successful applicants will engage with various internal teams to develop quantitative solutions for credit risk and collateral topics. The position includes a competitive salary starting at £125,000.

Qualifications

• 2-8+ years of experience in quantitative analysis.
• Strong technical skills related to XVA and C++.
• Proven competence in modelling solutions.

Responsibilities

• Produce quantitative modelling and innovative solutions for XVA and Credit topics.
• Interact with internal clients including Risk and Collateral desks.
• Address pricing and modelling for XVA and credit issues.

Skills

Strong C++ skills

XVA knowledge

Modelling competence

Implementation skills

Good understanding of Computer Science

Job description

Quantitative Analyst (Experienced) XVA/ C++ / Modelling - London hybrid -£125,000+

Hawksworth UK are now recruiting for an experienced Quantitative Analyst with strong technical & modelling skills. Required strong XVA and C++ skills and implementation & modelling competence.

Snapshot

• Quantitative Analyst
• 2-8+ years of experience
• Strong C++ and implementation & modelling skills
• Good functional knowledge – ideally in XVA
• Good understanding of Computer Science
• London
• Hybrid working x3 days in the office per week
• Base salary £125,000 +

The role

You will be situated within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team is to produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients:

• XVA and Scarce Resources desk for XVA pricing and modelling
• Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM
• Collateral desk for discounting, SIMM and IMVA with CCPs

Seniority level: Mid‑Senior level

Employment type: Full-time

Job function: Information Technology and Finance

Industries: Investment Banking

Contact: [e-mail] (apply now or contact me directly)

Thank you.🙂