Our client, a global investment bank in London, is looking to speak with interesting candidates who can bring new perspectives and broaden the scope of their Front Office XVA team.
They are particularly keen to connect with individuals who have strong mathematical and technical skills, along with front office experience—even if you don’t have direct XVA expertise.
Recent investment in a state-of-the-art analytics library means the team is accelerating new business functionality and developing next-generation XVA analytics; and are looking for a highly motivated person to be apart of this exciting project.
This role provides direct desk support with a focus on model development and design of future analytics solutions. You’ll also offer front office support and ensure thorough model documentation.
Key responsibilities include:
- Developing analytics in C++ and Python
- Contributing to model design and implementation
- Supporting the Counterparty Risk Trading desk
- Producing clear documentation
Ideal candidates will have:
- Excellent analytical and numerical skills
- Solid experience coding in C++ or a similar language
- Front office exposure (any asset class)
- Strong communication and problem-solving abilities
- Experience in quantitative modelling (XVA, CCR, rates, FX, inflation, equities)
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Front Office XVA Quant – VP (global markets) employer: Barclay Simpson
Join a dynamic and innovative Front Office Quant team where your expertise in designing and enhancing pricing models for Structured Rates Exotics will be highly valued. With a strong focus on collaboration and immediate impact, this role offers competitive compensation and the chance to work in a fast-paced trading environment that fosters professional growth and development. Experience a supportive work culture that encourages ownership and technical excellence while contributing to critical projects alongside industry-leading professionals.
