Quantitative Analyst: XVA & Collateral Modelling (Hybrid)

Hawksworth; England; Hybrid; GBP 70,000 - 110,000; Full time

Job summary

A leading recruitment firm is seeking an experienced Quantitative Analyst for a permanent position based in Central London. This role involves engaging with the XVACCR, Collateral & Credit Quantitative Research team to develop innovative quantitative models and solutions. Candidates should have at least 2 years of experience, high programming skills including C++ and SQL, and a solid background in computational finance. A competitive salary of £70k - £110k plus bonus is offered, with hybrid working arrangements.

Qualifications

• Min 2 years’ experience as a Quant Analyst.
• Front Office Quant experience is highly desirable, particularly within XVA.
• Solid foundation in computational finance.

Responsibilities

• Define and implement tools and pricing models for Collateral management activity.
• Interact and support Trading, RPC and IT partners.
• Define mathematical tools and pricing models for XVA-linked activity.

Skills

High programming skills (C++, SQL, C#, VBA, XML, XSLT)

Excellent analytical and problem-solving skills

Good communication skills

Education

Strong education background in relevant subjects

Job description

A leading recruitment firm is seeking an experienced Quantitative Analyst for a permanent position based in Central London. This role involves engaging with the XVACCR, Collateral & Credit Quantitative Research team to develop innovative quantitative models and solutions. Candidates should have at least 2 years of experience, high programming skills including C++ and SQL, and a solid background in computational finance. A competitive salary of £70k - £110k plus bonus is offered, with hybrid working arrangements.