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XVA Quantitative Analyst

McGregor Boyall Associates Ltd
Borough, South East London, United Kingdom
Competitive Salary
Closing date
Feb 13, 2024

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Job Role
Contract Type
Full Time
Our client is a leading financial institution based in London.

Position: VP XVA Quantitative Analyst

London, UK

Type: Permanent

Competitive, commensurate with experience

About the Role: As the VP XVA Quantitative Analyst, you will play a pivotal role in the organisations FO Quant Team team, contributing to the development and enhancement of cutting-edge XVA models and develop features in the XVA quant library.



  • Develop and implement robust XVA models, covering components such as CVA (Credit Value Adjustment), DVA (Debit Value Adjustment), FVA (Funding Value Adjustment), and more.
  • Collaborate with cross-functional teams, including traders, risk managers, and technology experts, to ensure the accuracy and effectiveness of XVA models.
  • Conduct quantitative analysis to assess the impact of market changes on derivative portfolios.
  • Stay abreast of industry trends, regulatory developments, and emerging best practices in XVA modeling.

  • PhD or Master's degree in a quantitative field such as Mathematics, Finance, or a related discipline.
  • Proven experience (5+ years) in quantitative analysis, specifically in XVA modeling within a financial institution.
  • Advanced programming skills in C++, or C related language
  • Excellent understanding of math finance
  • Current / prior experience as an XVA Quant

  • Competitive salary and performance-based bonuses.
  • Comprehensive benefits package, including health insurance and retirement plans.
  • Opportunities for professional development and career advancement.
  • A collaborative and innovative work environment.

If you are a talented VP XVA Quantitative Analyst looking to make a significant impact in a dynamic financial environment, we invite you to apply and be part of this exciting opportunity.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

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