At a Glance
- Tasks: Develop and enhance pricing models for XVA and collateral while collaborating with trading and risk teams.
- Company: Join a high-performing Quant team in a leading financial institution in London.
- Benefits: Competitive salary, professional development, and the chance to work on cutting-edge projects.
- Other info: Dynamic work environment with opportunities for growth and collaboration.
- Why this job: Make a real impact in finance by optimising models and contributing to strategic initiatives.
- Qualifications: Degree in Mathematics, Engineering, or Computer Science; experience with complex financial models.
The predicted salary is between 60000 - 80000 € per year.
Location and Duration: London, UK - 3 days on site in office for 6 months +
Brief: Recruiting for an experienced Quantitative Analyst to join a high‑performing Quant team focused on XVA, Counterparty, Risk, Collateral, and Credit modelling. You’ll work closely with Trading, Risk, and Technology to deliver pricing models and strategic analytics whilst contributing to cutting‑edge regulatory and optimisation initiatives across XVA and RWA.
Key Responsibilities:
- Develop and enhance pricing models and analytics for XVA and collateral (IMVA, SIMM, CCP exposure)
- Build mathematical and computational tools supporting front office and risk functions
- Partner with trading desks, risk teams, and IT to implement and optimise models
- Contribute to strategic projects including:
- Regulatory frameworks (e.g. SA‑CCR, FRTB‑CVA)
- XVA optimisation and sensitivities (AAD, ML techniques)
- Support development of quant libraries and scalable platform architecture
- Assist in system migrations and collateral platform development
Technical Skills:
- Solid understanding of numerical methods:
- Monte Carlo simulations
- Optimisation techniques
- Experience with:
- Multi-threading and distributed computing
- Databases (SQL/Oracle/Access)
- XML/XSLT and Microsoft development tools
Experience:
- Exposure to XVA, counterparty risk, or RWA optimisation
- Experience working with complex financial models in a front office or risk environment
Education:
- Degree (Masters preferred) in Mathematics, Engineering, Computer Science, or similar
Quantitative Analyst - XVA / Collateral / Credit in London employer: Akkodis
Join a dynamic and innovative team in London as a Quantitative Analyst, where you'll have the opportunity to work on cutting-edge projects that shape the future of financial modelling. Our collaborative work culture fosters professional growth and encourages you to develop your skills while contributing to impactful regulatory initiatives. With a focus on employee development and a commitment to diversity, we offer a rewarding environment for those looking to make a meaningful impact in the finance sector.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Analyst - XVA / Collateral / Credit in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quant space. Attend industry events or webinars, and don’t be shy about asking for informational interviews. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative models and analytics projects. This can be a great conversation starter during interviews and demonstrates your hands-on experience with the tools and techniques mentioned in the job description.
✨Tip Number 3
Prepare for technical interviews by brushing up on your numerical methods and optimisation techniques. Practice coding challenges related to Monte Carlo simulations and multi-threading. The more confident you are in your skills, the better you'll perform!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that might just be perfect for you. Plus, it’s a great way to ensure your application gets seen by the right people in our team.
We think you need these skills to ace Quantitative Analyst - XVA / Collateral / Credit in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the Quantitative Analyst role. Highlight your experience with XVA, collateral, and any relevant mathematical techniques. We want to see how your skills align with what we're looking for!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about this role and how your background makes you a perfect fit. Don’t forget to mention any specific projects or experiences that relate to our key responsibilities.
Showcase Your Technical Skills:We’re keen on your technical abilities, so make sure to list your experience with numerical methods, multi-threading, and databases clearly. If you've worked with Monte Carlo simulations or optimisation techniques, let us know!
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!
How to prepare for a job interview at Akkodis
✨Know Your Models Inside Out
Make sure you have a solid grasp of the pricing models and analytics related to XVA and collateral. Be prepared to discuss your experience with Monte Carlo simulations and optimisation techniques, as well as how you've applied these in previous roles.
✨Brush Up on Technical Skills
Since this role involves working with databases and computational tools, ensure you're comfortable discussing SQL, multi-threading, and distributed computing. Practise explaining how you've used these skills in real-world scenarios to support front office and risk functions.
✨Understand Regulatory Frameworks
Familiarise yourself with key regulatory frameworks like SA-CCR and FRTB-CVA. Be ready to talk about how these regulations impact XVA optimisation and sensitivities, and share any relevant experiences you've had in navigating these complexities.
✨Show Your Collaborative Spirit
This role requires close collaboration with trading desks, risk teams, and IT. Prepare examples that showcase your ability to work effectively in a team environment, highlighting any strategic projects you've contributed to that involved cross-functional partnerships.
