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Fixed Income/XVA Quant Analyst (VP), London


Leading Specialist Quantitive Recruitment Firm for the Financial Industry Home Jobs Testimonials Contact Fixed Income/XVA Quant Analyst (VP), London London Ref: FIXVA-0710 Leading Investment Banking Group Front Office Quant Research Team This top-tier investment banking group seeks to hire a Quant Analyst to join their Fixed Income XVA trading business in London. With a background in XVA or Interest Rates preferred, you will support the Fixed Income / XVA trading desk, work on trading tools, as well as design and develop new features for the engine. This is an excellent opportunity to join a growing institution and work on exciting projects! KEY RESPONSIBILITIES: Support the Fixed Income / XVA Trading Desk Support the XVA engine, trading tools and systems PnL explanation and improvement: numerical stability of pricing models, Methodological model selection in terms of their use in terms & hedging strategy, for Rates, Inflation & flow & some structured products. Data preparation and documentation ESSENTIAL SKILLS & EXPERIENCE: Strong front office quant modelling skills (>5/7y experience) in a big library environment, close to trading A strong background in XVA and/or hybrid fixed income, rates Extensive experience of coding in an industrial quant library Advanced programming skills in C++ or other OO language, & VBA Python: PyCharm, Jupyter, Pandas, TensorFlow: advanced user. Good mathematical finance knowledge, particularly around rates or credit models

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London, England, London, SW1V, United Kingdom

  • Ad ID:  18469723
  • Ad Type:  Offered
  • Posted on:  21/12/2020, 02:56
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