Quantitative Analyst – XVA, Collateral & Platform Dev

Reed Talent Solutions; Greater London; Hybrid; GBP 100,000 - 125,000; Full time

Job summary

A global investment bank is seeking a Quant Analyst for their Collateral & Credit Quantitative Research team. The ideal candidate will have strong programming skills in C++, SQL, and C#, and a solid foundation in numerical methods. This role involves designing pricing models, collaborating with various teams, and participating in strategic projects. Benefits include a competitive salary, hybrid working model, and opportunities for professional growth. Interested candidates should submit their CV and cover letter detailing their experience.

Benefits

Competitive salary

Hybrid working model allowing flexibility

Opportunities for professional growth

Access to cutting-edge technology

Qualifications

• Strong programming skills in C++, SQL, C#, and VBA.
• Solid foundation in numerical methods, including Monte Carlo simulations.
• Analytical mindset with creative problem-solving abilities.

Responsibilities

• Design and implement pricing models and analytical tools for collateral management.
• Collaborate with Trading, Risk, and IT teams for robust solutions.
• Participate in development of Collateral management platform.

Skills

Front Office experience in a financial institution

C++ programming

SQL programming

C# programming

VBA programming

Monte Carlo simulations

Optimization algorithms

Distributed computing

Multi-threaded programming

Excellent communication skills

Tools

Microsoft Office

VC++

Access

Oracle

Web technologies

Job description

A global investment bank is seeking a Quant Analyst for their Collateral & Credit Quantitative Research team. The ideal candidate will have strong programming skills in C++, SQL, and C#, and a solid foundation in numerical methods. This role involves designing pricing models, collaborating with various teams, and participating in strategic projects. Benefits include a competitive salary, hybrid working model, and opportunities for professional growth. Interested candidates should submit their CV and cover letter detailing their experience.