Quant Risk Analyst CCR
3 weeks ago
Job: Quant Risk Analyst – CCR & XVA
Location: London – travel to office is required
Experience: 0-4 years (Junior/Associate Level)
Skills: Python, Counterparty Credit Risk (CCR), XVA, Quantitative Analysis
Start Date: ASAP
Full Time Employment
Role Overview:
We are seeking a Quant Risk Analyst specializing in Counterparty Credit Risk (CCR) and XVA to support risk model development, pricing adjustments, and analytics. The ideal candidate will have strong quantitative skills, a solid understanding of financial risk, and hands-on experience with Python for risk modelling and data analysis.
Key Responsibilities:
- Assist in CCR exposure modelling and XVA (CVA, DVA, FVA) calculations.
- Support the development and validation of risk models and pricing frameworks.
- Work with trading, risk, and quant teams to enhance risk analytics.
- Implement and optimize Python-based risk tools and libraries.
- Conduct stress testing and scenario analysis for derivatives portfolios.
- Ensure compliance with Basel III, FRTB, SA-CCR, and other regulatory frameworks.
Key Requirements:
- 0-4 years of experience in Quant Risk, XVA, or related fields.
- Strong Python programming skills for risk modelling and automation.
- Understanding of CCR, XVA (CVA, DVA, FVA), derivatives pricing, and risk metrics.
- Knowledge of Monte Carlo simulations, stochastic calculus, and PDEs is a plus.
- Familiarity with regulatory frameworks (Basel III, SA-CCR, FRTB).
- A degree in Mathematics, Quant Finance, Physics, Engineering, or related field.
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