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Front Office XVA Quant

  • Location: London
  • Sector: Quantitative
  • Salary: Negotiable
  • Job type: Permanent
  • Date posted: 13/03/2019
  • Job reference: SN28150
This vacancy has now expired.

I currently have an exciting Front Office opportunity with one of the world's largest multinational banks for a XVA Quant Analyst to get involved in ongoing mathematical modelling and programming to support the XVA trading desk, including development and delivery.

You will have the opportunity to carry out special projects related to pricing models, trades and risk management in order to aid desk operations, as well as maintenance and improvement of existing pricing tools.

They're looking for someone from a derivatives/financial products background, with knowledge of counterpart risk models.

The salary on offer is £120k - £140k

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