XVA Quant Analyst (Director), Tier-1 US Investment Bank
- Recruiter
- Selby Jennings
- Location
- London, United Kingdom
- Salary
- Negotiable
- Posted
- 21 Jan 2023
- Closes
- 29 Jan 2023
- Ref
- 18535954
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Director / Senior VP XVA Quantitative Strategist, Tier 1 American Investment Bank
A Tier-1 US Bank is looking for a hands-on senior candidate to act as a team lead for their XVA quant analytics group. This individual will have potential to either lead a team or work as an individual contributor.
The bank have ambitious plans to completely revamp the way in which they model XVA, and as a result there are a number of complex greenfield projects to work on. The individual will have a lot of autonomy on the approach to modelling, and will be expected to work very closely with the trading teams.
Responsibilities:
Requirements:
A Tier-1 US Bank is looking for a hands-on senior candidate to act as a team lead for their XVA quant analytics group. This individual will have potential to either lead a team or work as an individual contributor.
The bank have ambitious plans to completely revamp the way in which they model XVA, and as a result there are a number of complex greenfield projects to work on. The individual will have a lot of autonomy on the approach to modelling, and will be expected to work very closely with the trading teams.
Responsibilities:
- From-scratch design and implementation of the new XVA engine (Brainstorming, Modelling, prototyping, implementation).
- Close support of trading teams
- Potentially managing a small team
Requirements:
- 7+ Years of experience in a front office quant or middle office XVA environment
- Technical Programming Skills in C++ and Python (C#, Python also considered)
- Fixed Income Product Knowledge (Rates, Credit or Fx)
- Strong Written and Verbal Communication Skills