XVA Quant: C++ Modelling Expert | Hybrid London

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

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.