XVA Quant Strategist — Pricing & Counterparty Risk

Deutsche Bank; Greater London; Hybrid; GBP 60,000 - 90,000; Full time

Benefits offered by this job

Competitive salary

Non-contributory pension

30 days holiday plus bank holidays

Life assurance

Private healthcare

Flexible benefits

Volunteering leave

Job summary

A leading financial institution in Greater London is seeking a Quantitative Strategist to enhance models for pricing and risk management. The role involves collaboration with multiple teams and requires strong quantitative and programming skills including Python and Matlab. Ideal candidates will have a MSc or PhD in a quantitative field, with strong analytical capabilities and experience in financial services. This position offers hybrid working, competitive salary, and extensive benefits.

Qualifications

• Experience in financial services with strong quantitative skills.
• Expertise in counterparty risk and derivatives is desirable.
• Strong mathematics: probability, stochastic calculus, numerical methods.

Responsibilities

• Improve existing models for pricing and risk management of counterparty exposure.
• Collaborate with various teams to enhance the modelling of XVA/Counterparty Credit Risk.
• Document and test new and existing models.

Skills

Quantitative skills

Modelling

Risk management

Python

Matlab

R

C++

SQL

Oracle

Interpersonal skills

Education

MSc/PhD in Finance, Maths, Physics, Computer Science, Econometrics, Statistics, or Engineering

Tools

SQL

Oracle

Job description

A leading financial institution in Greater London is seeking a Quantitative Strategist to enhance models for pricing and risk management. The role involves collaboration with multiple teams and requires strong quantitative and programming skills including Python and Matlab. Ideal candidates will have a MSc or PhD in a quantitative field, with strong analytical capabilities and experience in financial services. This position offers hybrid working, competitive salary, and extensive benefits.