This top-tier investment banking group seeks to hire a Quant Analyst to join their Fixed Income XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the Fixed Income / XVA trading desk, work on trading tools, as well as design and develop new features for the engine. This is an excellent opportunity to join a growing institution and work on exciting projects!
Leading Investment Banking Group
Front Office Quant Research Team
- Support the Fixed Income / XVA Trading Desk
- Support the XVA engine, trading tools and systems
- PnL explanation and improvement: numerical stability of pricing models,
- Methodological model selection in terms of their use in terms & hedging strategy, for Rates, Inflation & flow & some structured products.
- Data preparation and documentation
ESSENTIAL SKILLS & EXPERIENCE:
- Strong front office quant modelling skills (>5/7y experience) gained preferably in a big library environment and close to trading
- A strong background in XVA and/or hybrid fixed income, rates
- Extensive experience of coding in an industrial quant library
- Advanced programming skills in C++ or other OO language, & VBA
- Python: PyCharm, Jupyter, Pandas, TensorFlow: advanced user.
- Good mathematical finance knowledge, particularly around rates or credit models