At a Glance
- Tasks: Develop and enhance XVA-related quantitative models using C++.
- Company: Join Lunalogic, a leading consulting firm in finance and data science.
- Benefits: Competitive salary, collaborative environment, and opportunities for professional growth.
- Other info: Dynamic team with exposure to exotic derivatives and advanced techniques.
- Why this job: Work on cutting-edge XVA modeling and make a real impact in finance.
- Qualifications: MSc or PhD in relevant fields with strong C++ skills.
The predicted salary is between 60000 - 80000 € per year.
Founded in 2000, Lunalogic is a consulting firm structured around two main areas of expertise: Finance, Risk & Regulatory and Data Science, Artificial Intelligence & Blockchain. We support financial institutions, insurance companies, and industrial firms on risk management, regulatory compliance, and quantitative modeling. For more than 20 years, we have been developing sophisticated algorithms and infrastructures that leverage the full potential of data science and blockchain to address real-world challenges, including quantitative modeling, business process automation, fraud detection, industrial systems optimization, and predictive analytics.
We work with both large corporations and SMEs across sectors such as finance, banking, insurance, healthcare, and industry. Our strength lies in our strong commitment to R&D, innovation, and continuous training, enabling us to attract and develop top talent from the most prestigious academic institutions. At Lunalogic, we transform our clients’ technological and financial challenges into concrete, operational, and high-impact solutions within a stimulating and collaborative environment.
Lunalogic UK Ltd, established in 2015, strengthens the group’s international presence in the UK market. The entity actively supports both French and international Corporate & Investment Banks (CIB) operating in London, delivering high-level expertise in quantitative finance, risk, and regulatory projects while contributing to the group’s international reach.
Overview
Our client is seeking a confirmed or senior Quantitative Analyst specialized in XVA to join their Quantitative Research & Development team. The role initially focuses on quantitative modeling, with a later transition toward optimization and implementation of risk metrics while remaining within the R&D framework. This position requires strong interaction with the XVA Strats team and Risk teams, contributing to the development and improvement of advanced quantitative models and risk methodologies used in pricing and risk management of complex derivatives.
Key Responsibilities
- Phase 1 – Quantitative Modeling
- Develop and enhance XVA-related quantitative models.
- Implement models and numerical methods in C++ within the quantitative library.
- Contribute to the modeling framework used for exotic derivatives and structured products.
- Perform model validation support and quantitative analysis.
- Phase 2 – Optimization & Risk Metrics
- Work on optimization of existing quantitative frameworks.
- Design and implement advanced risk metrics related to XVA.
- Improve performance and robustness of pricing and risk analytics systems.
- Contribute to the integration of models into production environments.
Collaboration
- Strong interaction with the XVA Strats team.
- Close collaboration with Risk Management teams.
- Work within the Quantitative Research & Development organization, contributing to strategic quantitative initiatives.
Required Skills & Experience
- Education
- MSc or PhD in Financial Mathematics, Applied Mathematics, Quantitative Finance, or related field.
- Technical Skills
- Strong C++ programming skills in a quantitative environment.
- Solid background in financial mathematics and derivatives modeling.
- Experience with XVA frameworks (CVA, DVA, FVA, etc.).
- Strong understanding of stochastic modeling and numerical methods.
- Experience
- Confirmed or Senior Quantitative Analyst experience.
- Experience working with exotic products and structured derivatives.
- Exposure to AAD (Adjoint Algorithmic Differentiation) is highly desirable.
- Soft Skills
- Ability to work closely with Strats and Risk teams.
- Strong analytical and problem-solving abilities.
- Excellent communication skills in a quantitative and technical environment.
Key Highlights
- Work on cutting-edge XVA modeling and risk metrics.
- Exposure to exotic derivatives and advanced quantitative techniques.
- Opportunity to move from pure modeling to optimization and risk analytics within the R&D team.
- Highly collaborative environment with Strats and Risk stakeholders.
Analyste quantitatif in London employer: Lunalogic Group
Lunalogic is an exceptional employer that fosters a stimulating and collaborative work culture, particularly for those in the Quantitative Analyst role. With a strong commitment to R&D and continuous training, employees benefit from opportunities for professional growth while working on cutting-edge projects in a dynamic environment. Located in the heart of London, Lunalogic UK Ltd offers a unique chance to engage with top-tier financial institutions and contribute to innovative solutions in quantitative finance and risk management.
StudySmarter Expert Advice🤫
We think this is how you could land Analyste quantitatif in London
✨Tip Number 1
Network like a pro! Reach out to professionals in the finance and quantitative analysis sectors on LinkedIn. Join relevant groups, attend webinars, and don’t hesitate to ask for informational interviews. We all know that sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Prepare for those interviews! Brush up on your C++ skills and be ready to discuss your experience with XVA frameworks. We recommend practising common quantitative problems and being able to explain your thought process clearly. Remember, confidence is key!
✨Tip Number 3
Showcase your projects! If you've worked on any relevant quantitative models or risk metrics, make sure to highlight them during your discussions. We love seeing real-world applications of your skills, so bring your A-game and share your successes!
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we’re always on the lookout for top talent like you, so don’t miss out on the chance to join our innovative team at Lunalogic!
We think you need these skills to ace Analyste quantitatif in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the role of Quantitative Analyst. Highlight your experience with C++, financial mathematics, and any relevant projects that showcase your skills in quantitative modelling and risk metrics.
Craft a Compelling Cover Letter:Your cover letter should tell us why you're the perfect fit for this role. Share your passion for quantitative finance and how your background aligns with our focus on innovation and R&D in the field.
Showcase Your Technical Skills:Don’t forget to emphasise your technical skills, especially in C++ and stochastic modelling. We want to see how you’ve applied these skills in real-world scenarios, so include specific examples where possible.
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 and ensure it gets the attention it deserves!
How to prepare for a job interview at Lunalogic Group
✨Know Your Quantitative Models
Make sure you brush up on your knowledge of quantitative models, especially those related to XVA. Be prepared to discuss specific models you've worked on and how they apply to risk management and pricing of derivatives.
✨Show Off Your C++ Skills
Since strong C++ programming skills are crucial for this role, be ready to talk about your experience with implementing models in C++. You might even want to prepare for some technical questions or coding challenges during the interview.
✨Understand the Collaboration Aspect
This position requires close collaboration with the XVA Strats and Risk teams. Think of examples from your past experiences where you successfully worked in a team setting, and be ready to explain how you can contribute to a collaborative environment.
✨Prepare for Problem-Solving Questions
Expect to face analytical and problem-solving questions that test your understanding of stochastic modeling and numerical methods. Practise explaining your thought process clearly, as communication is key in a technical environment.
