Quantitative Finance Analyst

3 weeks ago


London, Greater London, United Kingdom Selby Jennings Full time
Quantitative Analyst - Front Office Team

We are seeking a highly skilled Quantitative Analyst to join our Front Office team at a leading Tier 1 US bank, based in London, with a primary focus on XVA cross-asset models.

About the Role:

  • Develop and implement XVA and models, ensuring alignment with the global C++ analytics library.
  • Design and implement calculation methodologies in C++, testing and backtesting models on historical data.
  • Provide quantitative support to the Front Office Rates team, handling curve bootstrapping and construction for major and minor currencies.
  • Collaborate with trading, risk, and IT teams to explain model calculations clearly.

Requirements:

  • Proficiency in C++ and Python, with experience in quantitative finance, numerical methods, and preferably curve bootstrapping.
  • Strong math skills in probability, statistics, optimization, and econometrics.
  • Excellent communication skills to work with global teams and explain complex models to non-technical stakeholders.
  • Master's or PhD in a STEM field from a top institution, with expertise in financial derivatives.


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