XVA Quant

  • £120,000 - £140,000
  • London, England, United Kingdom
  • Permanent, Full time
  • LMA
  • 14 Feb 18 2018-02-14

I am currently working with a leading investment bank looking to hire an experienced front office quant to work with their counterparty risk trading desk. The role will sit with the traders and involve developing mathematical models and analytics tools for the XVA function.

This role requires an exceptional grasp of mathematical modelling, C++ skills, and a detailed understanding of XVA and the methodologies used to build models.


The function will communicate with the traders, the risk team, and other quants, and thus the team are looking for someone with the right attitude, and the risk skills, along with great communication.


In return the role is offering a basic salary of between £120,000 and £140,000 plus market leading variable bonus components, and benefits.