Quantitative Analyst (Experienced) XVA/ C++ / Modelling - London hybrid -£125,000+

New Yesterday

Job Description

Hawksworth UK are now recruiting for an experienced Quantitative Analyst who has strong technical & modelling skills. We need strong XVA and C++ skills. You will need to be good with implementation and modelling.


Snapshot:

  • Quantitative Analyst
  • Model Quant
  • 2- 8+ years’ experience
  • Strong C++ skills and Implementation & Modelling skills
  • Good functional knowledge – ideally in XVA
  • Good understanding of Computer Science
  • London
  • Hybrid working x3 days in the office per week
  • Base salary £125,000 +


The role:

You will be situated within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team is to produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients:

  • XVA and Scarce Resources desk for XVA pricing and modelling
  • Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM
  • Collateral desk for discounting, SIMM and IMVA with CCPs
  • Trading and Risk Management for Credit derivatives.


If you are interested, please apply now or contact me directly at richard@hawksworthuk.com.


Thank you.

Location:
City Of London
Job Type:
FullTime
Category:
Science

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