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XVA Quantitative Analyst

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

View more

Job Role
Other
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Our client is a leading financial institution based in London.

Position: VP XVA Quantitative Analyst



Location:
London, UK

Type: Permanent



Salary:
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.

Key

Responsibilities:

  • 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.

Requirements:
  • 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

Benefits:
  • 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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