XVA Quantitative Analyst London Fourier Ltd Full time

Fourier; London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading investment manager in London seeks an experienced quantitative analyst to enhance their Fixed Income team. The role involves improving risk and pricing models while solving complex quantitative challenges. Ideal candidates will have a strong background in quantitative modelling and programming skills in languages like Python or C++. This is an exciting opportunity for those passionate about financial mathematics.

Qualifications

• Experience with quantitative measures of risk and pricing such as XVA and Value at Risk.
• Test-driven approach to model improvement.

Responsibilities

• Review and improve current risk and pricing models.
• Solve complex quantitative problems.

Skills

Quantitative Modelling

Financial Mathematics

Education

BS degree in a relevant quantitative field

Tools

Python

Rust

C++

Java

Job description

A market leading investment manager is looking for an experienced quantitative analyst to join their established team of Fixed Income Quants. The successful candidate will be responsible for the review and improvement of current risk and pricing models, must have a test-driven approach and be excited by the opportunity to understand and solve complex quantitative problems.

Someone with strong knowledge of Quantitative Modelling coupled with the ability to implement models in production using sophisticated software would be ideal. Experience with quantitative measures of risk and pricing such as XVA, Value at Risk, and mathematical modelling would be a bonus!

Key Skills:

• At least a BS degree in a relevant quantitative field such as maths, physics, computer science, or engineering
• Programming skills in an object-oriented or functional paradigm such as Python, Rust, C++, or Java
• Excellent knowledge of financial mathematics and modelling.