XVA Quant Developer / Analyst - Permanent

  • Location: London, England, United Kingdom
  • Salary: GBP55000 - GBP100000 per annum + Bonus and Package
  • Job Type: Full time

XVA Quant Developer / Analyst - Permanent OPEN ON LEVEL OF HIRE

XVA Quant Developer / Analyst - Permanent

Our London based client is seeking a quantitative developer / Analyst to develop the IT infrastructure and interfaces in addition to facilitating the implementation and support of the quantitative models developed in Treasury Analytics. These tasks relate to valuation and risk management of derivatives and complex financial products. The role interacts up to senior management level with Treasury and IT departments to support the Bank's strategy through effective development and implementation of Treasury Analytics systems solutions.


  1. Front Office IT / Quant development experience and used to agile development
  2. Development of the interfaces for the in-house pricing library using mainly C++ as well as C#, Python, XML, JSON and SQL
  3. Develop the infrastructure for grid computing and batches in addition to workflow design
  4. Develop market data "feeding" infrastructure and other automation tasks
  5. Assist with development, maintenance and enhancement of bespoke applications used as decision making tools by the Treasury department
  6. Good understanding of financial instruments in general and in particular the asset classes interest rates, foreign exchange, equity and credit derivatives and their joint modelling
  7. Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, CVA / DVA, FVA…)


McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.
London, England, United Kingdom London England GB