eFinancialCareers seeks an experienced Model Validation Quant to join its investment banking team in the United Kingdom. The candidate should have a strong quantitative background with cross-asset derivatives experience and solid derivatives pricing knowledge, capable of independently challenging pricing and XVA models.
Prerequisites include expertise in XVA methodologies (CVA, DVA, FVA), cross-asset derivatives exposure, and proficiency in Python and C++, with familiarity in risk engines and
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Senior Quantitative Model Validation for XVA & Derivatives in London employer: eFinancialCareers
As a leading global asset manager based in London, we pride ourselves on fostering a dynamic and inclusive work culture that values innovation and collaboration. Our employees benefit from comprehensive professional development opportunities, competitive compensation packages, and the chance to work with cutting-edge AI tools that enhance their skills and productivity. Join us to be part of a team that not only drives success but also prioritises employee well-being and growth in a vibrant city.
