XVA & Collateral Quantitative Analyst

A leading bank is seeking a Quantitative Analyst to join their innovative team focusing on XVA, Counterparty Risk, and Collateral management. The ideal candidate will have strong programming skills in C++ and SQL, along with expertise in quantitative finance modelling. Responsibilities include developing pricing models and interacting with stakeholders across Front Office and Risk Management. This role is based in London and offers a collaborative work environment where creativity and team spirit are highly valued. #J-18808-Ljbffr