FO XVA Quant Contractor

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...

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...

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...

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...

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...

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 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...

**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...

will take you further within your career. - Role Purpose: The PC Valuations & Analytics Group is part of Global Product Control and undertakes three main activities: Valuations, Global Valuation Reporting & Quantitative Analysis. The XVA Valuations team supports the Global Markets business and is responsible for Independent Price Verification (IPV), Fair...

The candidate will join the XVACCR, Collateral & Credit Quantitative Research team—an innovative group at the forefront of quantitative modelling for XVA, Counterparty Risk, Collateral, and Credit. This dynamic team is tasked with developing cutting-edge solutions that support a wide range of strategic and regulatory initiatives across the bank. The quant...