Top European Investment Bank urgently require a talented Quant Analyst to join their Front Office XVA Analytics Team.
Responsible for changing the XVA and Capital pricing capabilities assisting in the management of traditional XVAs and Capital (CVA, FVA, IMM model for Credit RWA) and upcoming and emerging measures e.g. SIMM, MVA, FRTB CVA.
You possess a MSc and ideally a PhD in a Computer Science, Mathematics or Engineering discipline combined with strong communication skills.
You have gained solid hands on experience in pricing and risk management in any asset class including CVA/FVA, IR, (Rates) FX (Foreign Exchange), Commodities, EQ, Equities, Credit, Inflation, Hybrids etc.
Excellent Coding expertise required in either C++, C# or Python combined with a flexible problem solving intuition and ambitious career plans
This will suit a very bright Quant with 2 - 7 years experience who would like to work in a dynamic and intelligence challenging environment
To apply submit CV to Ben Baxter or call him on 0203 176 6647