Contract XVA Hybrid Quant

1 week ago

London, United Kingdom Investigo Full time

Job description Contract XVA Hybrid Quant - Inside IR35 - LondonOverviewA leading financial institution is seeking an experienced XVA Hybrid Quant to join a high-visibility team. This role combines quantitative modelling and production-level software development, focusing on the valuation and risk of derivatives. The position is ideal for candidates who enjoy applying advanced mathematical techniques while building robust, scalable systems in production.The XVA function is important, supporting the bank's risk and valuation infrastructure with high external and internal scrutiny.Key ResponsibilitiesQuantitative & ModellingDevelop and enhance XVA models, including CVA, FVA, MVA, and KVA calculations.Apply advanced mathematical, statistical, and numerical techniques to improve pricing and risk analytics.Support model validation, performance optimisation, and testing processes.Provide quantitative insight for risk management and valuation purposes.Engineering & DevelopmentWrite and maintain production-grade code in C# (or C++).Implement models and analytics into the bank's core XVA libraries.Conduct code reviews, debugging, and optimisation to ensure performance and reliability.Collaborate with technology teams to maintain architectural standards and scalability.Cross-Functional CollaborationWork closely with quants, traders, developers, and risk teams to deliver integrated solutions.Contribute to high-profile regulatory and client deliverables.Balance research-oriented tasks with engineering implementation.Required Skills & ExperienceRelevant degree in Mathematics, Physics, Engineering, Computer Science, Finance, or a related quantitative discipline.Strong understanding of derivatives pricing, stochastic calculus, and numerical methods.Proven ability to write production-ready code.Expertise in C# or C++, with familiarity in software engineering best practices.Experience in XVA or other counterparty risk areas is highly desirable.Ability to work in a technically demanding environment.Strong analytical, problem-solving, and communication skills.

  • XVA Quant

    2 weeks ago

    London E, United Kingdom Barclays Full time £80,000 - £120,000 per year

    Join us in the role of XVA Quant where you will be responsible for presenting 1st line challenge to current models and assess impacts of models assumptions and limitations. In this role you will focus on model assessment, increasing testing coverage, automation, and steer governance for CVA, DVA and FVA models, with an emphasis on collaboration with quant...

  • XVA Quant: Model Integrity

    2 weeks ago

    Greater London, United Kingdom Barclays Full time

    A leading banking institution is seeking an XVA Quant to focus on model assessment and develop high-performance trading platforms. Responsibilities include collaborating with stakeholders, implementing enhancements, and performing complex data analysis. Candidates should have a strong educational background in financial mathematics or related fields and...

  • Quant with XVA experience

    2 weeks ago

    City Of London, United Kingdom Onyx-Conseil Full time

    My client is a global banking organisation, looking to backfill a contractor into their Front Office Trading Floor team. Initial 6 month contract with extension potential, the ideal candidate will be an experienced quant able to come straight in and add value getting code into production. XVA experience is needed. The role will sit as either AVP or VP...

  • Xva Associate

    8 hours ago

    London, United Kingdom eFinancial Careers Full time

    Key Responsibilities Inception pricing of XVAs Working with different Structuring and Trading desks for pricing requests Work alongside the Quants and Risk teams on new models Libor Replacement Being a Subject Matter Expert on Risk-Free Rates matters KeyRequirements 3+ years working experience with Trading and/or XVAs Solid knowledge of IR, FX and Derivative...

  • FO XVA Quant Contractor

    2 weeks ago

    London, United Kingdom Barclay Simpson Full time

    Temp role Working with the same client as below who has an urgent requirement for a front office XVA contractor. Start date: ASAP / January - depending on the interview process / onboarding. Skillset the same as below and needs to have:- 1) XVA experience in the front office and 2) code in production Day Rate up to ~£850p/d (Inside IR35) depending on...

  • FO XVA Quant Contractor

    3 days ago

    London, United Kingdom Barclay Simpson Full time

    Job DescriptionTemp roleWe have an urgent requirement for a front office XVA contractor for a well-known financial institute in London.Start date: ASAP / January - depending on the interview process / onboarding.Skillset required:-1) XVA experience in the front office and 2) code in productionDay Rate up to ~£850p/d (Umrella Rate) depending on...

  • XVA Quant

    1 week ago

    London, United Kingdom Barclays UK Full time

    Join us in the role of XVA Quant where you will be responsible for presenting 1st line challenge to current models and assess impacts of models assumptions and limitations. In this role you will focus on model assessment, increasing testing coverage, automation, and steer governance for CVA, DVA and FVA models, with an emphasis on collaboration with quant...

  • XVA Quant

    2 weeks ago

    Greater London, United Kingdom Barclays Full time

    XVA Quant (Model Integrity and Control) – Barclays Join us in the role of XVA Quant where you will be responsible for presenting 1st line challenge to current models and assess impacts of models assumptions and limitations. In this role you will focus on model assessment, increasing testing coverage, automation, and steer governance for CVA, DVA and FVA...

  • Associate/ Vp Inflation Xva Quant

    2 weeks ago

    London, United Kingdom eFinancial Careers Full time

    **About this role**: Wells Fargo is seeking a Senior Securities Quantitative Analytics Specialist... **Main function of the job** - Participate in the design, implementation, and delivery of practical XVA models for UK/EU inflation/structured notes trades. - Participate in the delivery of SA CVA. - Proactively understand business needs, brainstorm with...

  • Quantitative Analyst

    3 weeks ago

    london, United Kingdom Hawksworth Full time

    Hawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis. Quantitative Analyst (Min 2 years’ experience – Associate level) Permanent Central London – Hybrid working – x3 days in the office per week/ x2 days from home £70k - £110k base + Bonus + Package The role: You will be sitting within the XVACCR,...