XVA Quantitative Developer XVA Quantitative Developer …

S.R Investment Partners
in London, United Kingdom
Permanent, Full time
Last application, 25 Nov 20
£ Competitive + Great Bonus + Benefits
S.R Investment Partners
in London, United Kingdom
Permanent, Full time
Last application, 25 Nov 20
£ Competitive + Great Bonus + Benefits
Posted by:
Shanaz Rob • Investments
S.R Investment Partners
Posted by:
Shanaz Rob
Investments
Global leading Investment firm is looking for an XVA Quantitative Analyst to join their multi-asset team. You will be in the most transversal team and have an overview of the whole quant remit of global markets across all assets.

 

Team culture: no politics, talented team, organization invest massively in their employees at all levels.

Background/ Experience required:

  • Works between traders and quant modelers to develop risk and trading tools
  • Design, implement, maintain, execute trading strategies 
  • AVP level 
  • The main purpose of the role:

    · Engineering the improvement, extending, and testing for the models and pricing engines including xVA models

    · Desk support for Treasury with pricing models and products

     

    Key responsibilities:

    · Contribute to architecture design and development of the xVA system

    · Model analysis and improvement (calibration, risk stability, market data, etc.)

    · Quantitative support to Trading, Model Validation, and Middle Office.

     

    Skills and experience:

    · Advanced C++ development skills

    · Experience in similar quant function

     

    Advantageous:

    · Experience in large-scale computing systems (cloud, xVA, etc)

    · Experience in derivative pricing

    · Knowledge in xVA concepts

    · Experience in VBA/Excel pricing sheets

    · Experience in NumeriX and/or Summit

Qualifications:

  • Strong academic record and a degree with high mathematical and computing content e.g. Computer Science, Mathematics, Engineering or Physics from a leading university

Location:  London

Package:  £ ******

REFER A FRIEND

If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 shanaz.rob@srinvestmentpartners.com for more details

Follow our page for updates: https://www.linkedin.com/company/srinvestmentpartners

 

 

Company Overview

Who We Are:

SR Investment partners are driven by financial service’s needs, influences and opinions, as opposed to the recruitment industry model. This is what makes us stand out and helps us create strong partnerships and attract the top talent. Our goal is providing a competitive edge by concentrating on market-specific solutions for revenue-generating talent in the world’s most demanding environment. In this fluid and fast-paced environment, organisations must be prepared to go to battle for top talent, hence SR Investment partners.

What We Do:

We are a selective financial service recruitment firm that specialises in identifying high-calibre mid to senior professionals, relevant to the investment management industry, working for both the buy side and sell side across all asset classes. We provide key talent and solutions to Hedge Funds, Asset Management firms, Investment Banks, Family Offices, Sovereign Wealth Funds, Private Equity, Insurance, Trading Houses, & Investment Managers. We help build, guide and grow organisations despite the complexity of their business landscape.

We provide consultancy, permanent, contract and executive search solutions for our clients in Europe, the Americas, Middle East, and Asia. We help build, guide and grow organisations despite the complexity of their business landscape. We have great trusted partnerships within the financial services industry who support us in everything we do. WHY? because they trust us. When we agree to work together, our path to the future is paved with mutual trust — a trust composed of integrity, competence, and cooperation. We serve boards, C-level leaders, Head of desk, Executive team and their organisations. We enable and deliver continuous advantage for our clients. They experience breakthrough results through rapidly spawning new and distinct ways of thinking, working and being ahead.

Contact Us

Tel: +44 (0)203 603 4474

Email: Enquiries@srinvestmentpartners.com

Website: https://www.sr-investmentpartners.com/

LinkedIn: https://www.linkedin.com/company/srinvestmentpartners 

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