Senior Manager, CCR & XVA Analytics (HPC)

Zanders; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Bonus scheme

Pension scheme

28 paid holiday days

Laptop and iPhone

International, collaborative culture

Job summary

Zanders in London seeks a Senior Manager for Counterparty Credit Risk and XVA. You will lead quantitative traded risk engagements, design and implement models, and work with an international team to deliver scalable, production-ready solutions across CCR, XVA and HPC.

You will also mentor up to three direct reports and help grow the business from day one. The role requires 8–10 years in CCR/XVA, advanced degrees in a quantitative field, strong C++ and Linux skills, and familiarity with regulator

Qualifications

• 8–10 years in CCR and XVA model development and analytics, with leadership experience.
• Master’s or PhD in mathematics, physics, statistics, econometrics, CS, engineering, or related field.
• Strong understanding of regulatory frameworks: SA-CCR, IMM, BA-CVA/SA-CVA, UMR/SIMM.
• Proficient in C++ with Python/Java a plus; Linux development environment.

Responsibilities

• Lead quantitative traded risk engagements across CCR, XVA, and HPC.
• Design, develop, test and validate models across trading book spectrum.
• Mentor up to three direct reports and develop their careers.
• Support business growth in CCR, XVA, and HPC with clients and sales.

Skills

CCR & XVA

Model development

HPC

C++

Python/Java

Linux

Derivatives pricing

Monte Carlo / PDE

CCR/XVA knowledge

Open-source quant tooling

Education

Master's or PhD in quantitative field

Tools

Strata

QuantLib

ORE

CUDA

MPI

Slurm

Job description

Zanders in London seeks a Senior Manager for Counterparty Credit Risk and XVA. You will lead quantitative traded risk engagements, design and implement models, and work with an international team to deliver scalable, production-ready solutions across CCR, XVA and HPC.

You will also mentor up to three direct reports and help grow the business from day one. The role requires 8–10 years in CCR/XVA, advanced degrees in a quantitative field, strong C++ and Linux skills, and familiarity with regulator