Mathematical Modeller and Analyst

5 days ago


London, Greater London, United Kingdom Bonhill Partners Full time

Bonhill Partners is currently supporting a Global Investment Bank in their search for a skilled Mathematical Modeller and Analyst to join their Front Office XVA team. This is an opportunity to contribute to valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.

About the Role

The ideal candidate will have experience in developing and enhancing features in the Quant/XVA library, building tools and systems to support processes, and liaising with traders daily.

Key Responsibilities:

  1. Develop and enhance features in the Quant/XVA library.
  2. Build tools and systems to support processes.
  3. Liaise with Traders daily.
  4. Model development, implementation, and validation.
  5. Extend XVA, Rates, and related models.
  6. Provide ongoing support for Quant library and XVA systems.
What We Offer

We offer a competitive salary package, including an estimated annual salary of $150,000-$220,000 based on industry standards.



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