Quantitative Analyst

  • £90000 - £120000 per annum
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Cornwallis Elt
  • 16 Jul 18 2018-07-16

Quantitative Analyst – Risk Analyst, C++, XVA Counterparty Credit Risk A Senior Quant Risk Analyst is needed by a leading Investment Bank to join The Model Risk Management & Control (MRMC) function. The primary responsibility of this team is the Model Risk Governance framework

Quantitative Analyst – Risk Analyst, C++, XVA Counterparty Credit Risk

A Senior Quant Risk Analyst is needed by a leading Investment Bank to join The Model Risk Management & Control (MRMC) function. The primary responsibility of this team is the Model Risk Governance framework which includes model validation, control, and governance activities.

The chosen candidates will focus on Credit Exposure and Portfolio Valuation (XVA) models, used across the trading businesses. This provides the opportunity to work on a range of complex model types as well as participating in key strategic and regulatory projects. The primary responsibility will be to independently review XVA pricing and risk models and to contribute to development of benchmark models in C++.

Required Experience

  • Master’s degree or PhD in a quantitative discipline (e.g. Mathematics, physics)
  • Ability to analyse complex problems and critically assess financial models
  • Hands-on experience with C++ and Python
  • Several years working experience in a similar quantitative role preferred
  • Collaborative and team-oriented, with strong written and interpersonal communication skills


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