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XVA Quant - Director

  • Location: London
  • Sector: Quantitative
  • Salary: £150000 - £175000 per annum + bonus and benefits
  • Job type: Permanent
  • Date posted: 25/05/2018
  • Job reference: MA28150
This vacancy has now expired.

We are currently working with a leading investment bank in London looking to hire a senior quant to work with a front office trading desk. This is an XVA trading desk and the role will be developing pricing models and building tools for the traders.

This will be contributing to the pricing library, assisting with technical requests form traders and providing quantitative solutions for the group as required. It's a senior function with no current line management and requires a strong skillset in terms of both quant experience and XVA pricing and calculations.

The role will suit someone with traditional front office quant experience working with an XVA or Counterparty risk trading desk. The pricing library is in C++ so experience of working with a similar library would be ideal, as would strong academics and communication skills.

Basic Salary will be in the range of £150,000 - £175,000 plus front office type bonus

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