We are looking for a XVA Quantitative Analyst to work in the Quantitative Strategies team our front office trade capture, pricing and risk management system. The system is mainly written in C++ and we are looking for someone with 5+ years' experience of financial modelling in a financial institution. Quantitative Strategies is a team of 20 quants and developers, wholly based in London, that support all derivatives trading businesses. The team works very closely with trading, dealing and market risk. Excellent communication and an ability to work to tight deadlines is essential in this front office role. The successful applicant will be working with the IR and FX businesses on the XVA framework which is used to create tradeable prices as well as monitor exposure
Core skills and knowledge
Quantitative Analysis experience
Any other attributes that would be helpful, but not essential for the role.