Quantitative Analyst

4 weeks ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Front Office CVA Quantitative Analyst (VP, Director)

Location: London

Compensation: Total to £250k + Superb Benefits

Company: Top-Tier Global Investment Bank

We are seeking an experienced Front Office Quantitative Analyst to support our global CVA trading business in London. This is an excellent opportunity for a seasoned front office quant with 5 to 10 years of experience to work on challenging quantitative projects and collaborate closely with the business.

Key Responsibilities:

  • Develop and implement quantitative models for CVA trading
  • Collaborate with the business to identify and prioritize quantitative projects
  • Design and implement data analytics solutions to support CVA trading
  • Work closely with the trading desk to develop and implement CVA trading strategies

Requirements:

  • Minimum of 5 to 10 years' experience in Front Office quantitative analytics
  • Good understanding of financial derivatives, especially Rates and FX
  • Experience interacting with CVA / XVA, Funding trading desks is an advantage
  • PhD or Masters in a quantitative field (Math, Science, Financial Engineering, etc)


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