At a Glance
- Tasks: Develop and enhance quantitative models for risk management and pricing of complex derivatives.
- Company: Lunalogic, a leading consulting firm in finance and data science.
- Benefits: Competitive salary, continuous training, and a collaborative work environment.
- Other info: Opportunity for career growth in a stimulating R&D environment.
- Why this job: Join a dynamic team and work on cutting-edge XVA modeling and risk metrics.
- Qualifications: MSc or PhD in relevant fields and strong C++ programming 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. 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.
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 Slough 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 are empowered to develop their skills while working on cutting-edge projects in a dynamic environment. Located in the heart of London, Lunalogic offers unique opportunities 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 Slough
✨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 be shy 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 tricky technical interviews! Brush up on your C++ skills and be ready to discuss your experience with XVA frameworks. Practise explaining complex concepts in simple terms, as communication is key in our field. We want to see how you think and solve problems!
✨Tip Number 3
Showcase your projects! If you’ve worked on any quantitative models or risk metrics, make sure to highlight them in your discussions. Bring along examples of your work or even a portfolio if you can. We love seeing practical applications of your skills!
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re genuinely interested in joining our team at Lunalogic. Let’s make this happen together!
We think you need these skills to ace Analyste quantitatif in Slough
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the role of a Quantitative Analyst. Highlight your experience with C++, financial mathematics, and any relevant projects you've worked on. We want to see how your skills align 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 finance and how your background makes you a great fit for our team. Keep it concise but impactful – we love a good story!
Showcase Your Technical Skills:Don’t forget to showcase your technical skills in your application. Mention your experience with XVA frameworks and any exposure to stochastic modeling. We’re keen to see how you can contribute to our innovative projects!
Apply Through Our Website:We encourage you to apply through our website for a smoother process. It helps us keep track of your application and ensures you don’t miss out on any important updates. Plus, it’s super easy!
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 a must, 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 that could come up during the interview.
✨Understand the Collaboration Aspect
This role involves close collaboration with Strats and Risk teams, so highlight any past experiences where teamwork was key. Discuss how you communicate complex quantitative concepts to non-technical stakeholders.
✨Prepare for Problem-Solving Scenarios
Expect to face some analytical problem-solving scenarios during the interview. Brush up on your approach to tackling complex quantitative problems and be ready to walk through your thought process step-by-step.
