Job Description
Up to £140k Total + Extremely Generous Bonus
Are you ready to apply Make sure you understand all the responsibilities and tasks associated with this role before proceeding.
Leading Buy-side trading firm
Front Office XVA Quant Analytics, Cross Asset, Global Libraries, C# or C++
This leading trading firm seeks to hire an experienced Quant Analyst (VP) to join their XVA trading business in London. With a quant background in either XVA, Interest Rates, or FX, you will support the XVA trading desk, work on trading tools, as well as design and develop new features for the global XVA Library. The team is based on the London trading floor & supports the trading and risk functions of several Desks via applications that run on traders’ desktops and in the Cloud. This is an excellent opportunity to join a growing institution and work on leading-edge projects and modelling.
KEY RESPONSIBILITIES:
• Develop XVA models, tools and features in the XVA Library
• Support XVA Traders, Product Control, Model Validation and IT
• Extend the XVA pricing system and BAU from batch, trader-tools intra-day systems
• Communicate with multiple stakeholders to deliver XVA systems SKILLS & EXPERIENCE:
• 3 years'+ analytics experience in XVA or Rates or FX gained in FO, Model Val or Risk IT
• Advanced programming skills in C# (preferred) or C++
• Excellent derivatives understanding, particularly in Rates, or FX models, & hedging
• Familiar with Capital Regulations
• Stochastic calculus, e.g. brownian motion; algorithm complexity; CVA estimates
• PhD or MSc in a hard science or engineering discipline
Location: London
Salary: £140,000 + Extremely Generous Bonus
Please note our client is unable to offer sponsorship for this opportunity. Finally, should you not be contacted within five working days of submitting your application, then unfortunately you have not been shortlisted for the opportunity. We will however be in touch should there be any other opportunities of potential interest that are suiting to your skills.
For similar roles, please follow Miryco Consultants Ltd on LinkedIn.