Quantitative Analyst

3 weeks ago


London, United Kingdom Hawksworth Full time

Job DescriptionHawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis for a Global Investment Bank based in central London. Quantitative Analyst (Min 2 years experience – Associate level)PermanentCentral London – Hybrid working – x3 days in the office per week/ x2 days from home£70k - £110k base + Bonus + PackageThe role:You will be sitting within the XVACCR, Collateral & Credit Quantitative Research team. They 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.Key ResponsibilitiesDefine and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM)Define and implement mathematical tools and pricing models for XVA-linked activity.Interact and support Trading, RPC and IT partners.Experience/ Skills:Min 2 years’ experience as a Quant AnalystHigh programming skills (C++, SQL, C#, VBA, XML, XSLT).Excellent analytical and problem-solving skills.Good knowledge of numerical methods such as: Monte Carlo, Optimization algorithmsStrong implementation skills are required, though the role leans mor...


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