Quantitative Analyst - XVA / C#

London, United Kingdom
£100k - £130k
31 May 2023
30 Jun 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.



Our client is one of the world's leading financial groups. Headquartered in Tokyo and with approximately 350 years of history, is a global network with around 2,300 offices in over 50 countries including the Americas, Europe, the Middle East and Africa, Asia and Oceania, and East Asia.. The group has over 150,000 employees, offering services including commercial banking, trust banking, securities, credit cards, consumer finance, asset management, and leasing.

As one of the top financial groups globally with a vison to be the world's most trusted, we want to attract, nurture and retain the most talented individuals in the market. The size and range of our client's global business creates opportunities for our employees to stretch themselves and reap the rewards, whilst our common values, to behave with integrity and responsibility, and to build a culture which is fair, transparent, and honest, underpin everything that we do.We aim to be the financial partner of choice for our clients, whatever their requirements, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.

The Role

Development and Maintenance of our client pricing and risk engines code base focused on XVA. Support for traders for complex XVA or regulatory queries.

Quality assurance of pricing and risk engines and tools. Ensure test coverage, adhere to testing framework, follow quality assurance team practices.

Collaborate with global teams to make sure code, processes, tools follow the same principles and achieve convergence acoss global entities.

In this role, you will be responsible for XVA and related areas across client's banking arm and securities business under a dual-hat arrangement. Under this arrangement, you will act and make decisions on behalf of both the bank and the securities business, subject to the same remit and level of authority, and irrespective of the entity which employs you.

Development and maintenance of MUFG pricing and risk engines code base focused on XVA. Support for traders for complex XVA or regulatory queries.

Required Skills and Knowledge

• 5+ years experience programming front office applications in C#

• Good knowledge of XVA

• Good knowledge on pricing theory and financial engineering

• Technical degree such as: computer sciences, physics, mathematics, or engineering

• Beneficial

• Experienced in distributed computing

• Experience with Linux OS

• Experience with .NET core

• Knowledge of banking regulation

• Excellent communication skills

• Results driven, with a strong sense of accountability

• The ability to operate with urgency and prioritise work accordingly

• Strong decision making skills, the ability to demonstrate sound judgement

• A structured and logical approach to work

• Strong problem solving skills

• A creative and innovative approach to work

• The ability to manage large workloads and tight deadlines

• Excellent attention to detail and accuracy

• A calm approach, with the ability to perform well in a pressurised environment

• Strong numerical skills