Hybrid

We are looking for a Quantitative Analyst to join the XVACCR, Collateral & Credit Quantitative Research team within one of our leading Investment Banking clients.

You will work on cutting-edge quantitative modelling and pricing solutions across XVA, Counterparty Risk, Collateral Management, and Credit. The role involves close interaction with Trading, Risk, and IT teams, contributing to strategic regulatory and optimisation projects and some of your key responsibilities will include defining and implementing pricing models and tools for XVA and Collateral Management whilst supporting trading, risk, and regulatory initiatives.

Requirements

• Strong programming skills in C++
• Experience with Python and C# would be a benefit
• Experience in XVA and/or RWA optimisation is highly desirable

This is an excellent opportunity to work on complex quantitative challenges within a collaborative and innovative environ...