XVA Quant Analyst

  • GBP700 - GBP1000 per day
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Morgan McKinley
  • 14 Mar 18 2018-03-14

XVA Quant Analyst

XVA Quant Analyst

This role is part of the core front office quant team responsible for XVA pricing and risk

The team develops and supports a Monte Carlo engine on a CPU/GPU grid and uses
advanced algorithms.

Required skills:

- Strong C++
- familiarity with large scale code development (TDD, JIRA, SVN);
- mathematical finance (single or multi-asset class);
- team player;
- ability to work independently
- CUDA experience is desirable but not required.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.