Quantitative Analyst - XVA / Collateral / Credit

Quantitative Analyst - XVA / Collateral / Credit

Full-Time 60000 - 80000 € / year (est.) No home office possible
Akkodis

At a Glance

  • Tasks: Develop and enhance pricing models while collaborating with trading and risk teams.
  • Company: Join a high-performing Quant team in a leading financial institution.
  • Benefits: Competitive salary, flexible working arrangements, and opportunities for professional growth.
  • Other info: Dynamic work environment with excellent career advancement opportunities.
  • Why this job: Make an impact on cutting-edge regulatory projects and optimise financial models.
  • Qualifications: Strong programming skills and experience in quantitative analysis required.

The predicted salary is between 60000 - 80000 € per year.

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

  • Strong programming skills (e.g. C...)

Quantitative Analyst - XVA / Collateral / Credit employer: Akkodis

Join a leading financial institution in London that values innovation and collaboration, offering a dynamic work environment for Quantitative Analysts. With a strong focus on employee development, you will have access to extensive training programmes and opportunities to work on impactful projects that shape the future of finance. Enjoy a supportive culture that encourages teamwork and creativity, all while being part of a vibrant city known for its rich professional landscape.

Akkodis

Contact Detail:

Akkodis Recruiting Team

StudySmarter Expert Advice🤫

We think this is how you could land Quantitative Analyst - XVA / Collateral / Credit

Tip Number 1

Network like a pro! Reach out to professionals in the Quant space on LinkedIn or at industry events. We can’t stress enough how valuable personal connections can be in landing that dream role.

Tip Number 2

Show off your skills! Prepare a portfolio of your projects or any relevant work you've done. This is your chance to demonstrate your expertise in XVA, collateral, and credit modelling directly to potential employers.

Tip Number 3

Ace the interview! Brush up on your technical knowledge and be ready to discuss your problem-solving approach. We recommend practising common quantitative problems and scenarios you might face in the role.

Tip Number 4

Apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive about their job search!

We think you need these skills to ace Quantitative Analyst - XVA / Collateral / Credit

Quantitative Analysis
XVA Modelling
Collateral Management
Credit Modelling
Mathematical Modelling
Computational Tools Development
Regulatory Frameworks (SA-CCR, FRTB-CVA)

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 credit modelling, and don’t forget to showcase your programming skills. We want to see how your background aligns 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 quantitative analysis and how you can contribute to our team. Be specific about your experiences and how they relate to the key responsibilities mentioned in the job description.

Showcase Your Technical Skills:We’re looking for strong programming skills, so make sure to highlight your proficiency in languages like C++ or Python. If you’ve worked on relevant projects or have experience with mathematical tools, be sure to mention those as well!

Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It’s the best way for us to receive your application directly and ensures you don’t miss out on any important updates from our team!

How to prepare for a job interview at Akkodis

Know Your Models Inside Out

Make sure you’re well-versed in the pricing models and analytics relevant to XVA and collateral. Brush up on your understanding of IMVA, SIMM, and CCP exposure, as these will likely come up during the interview. Being able to discuss your experience with these models confidently will show that you’re ready to hit the ground running.

Brush Up on Regulatory Knowledge

Familiarise yourself with key regulatory frameworks like SA-CCR and FRTB-CVA. Understanding how these regulations impact pricing and risk management will demonstrate your industry knowledge and readiness to contribute to strategic projects. Be prepared to discuss how you’ve navigated these frameworks in past roles.

Showcase Your Programming Skills

Since strong programming skills are essential for this role, be ready to talk about your experience with languages like C++ or Python. Consider preparing a few examples of how you've used programming to develop mathematical tools or enhance models. This will help illustrate your technical capabilities and problem-solving skills.

Collaborative Mindset is Key

This role involves working closely with trading desks, risk teams, and IT, so highlight your teamwork experiences. Share specific examples of how you’ve partnered with different departments to implement or optimise models. Showing that you can communicate effectively across teams will set you apart as a candidate who can thrive in a collaborative environment.