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For Companies At a Glance
- Tasks: Create innovative quantitative models for XVA, Counterparty Risk, and Collateral management.
- Company: Join a leading consulting firm focused on excellence and innovation.
- Benefits: Competitive salary, diverse workplace, and opportunities for professional growth.
- Why this job: Make a real impact in finance with cutting-edge technology and collaborative projects.
- Qualifications: Strong programming skills and knowledge of numerical methods required.
- Other info: Dynamic team environment with a commitment to diversity and inclusion.
The predicted salary is between 43200 - 72000 £ per year.
The XVA Quant will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team is to produce quantitative modelling and innovative solutions for XVA, Counterparty Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients:
- XVA and Scarce Resources desk for XVA pricing and modelling
- Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM
- Collateral desk for discounting, SIMM and IMVA with CCPs
- Trading and Risk Management for Credit derivatives.
The quant team closely works with the business to study and assess the models’ behaviour and performance. It also plays a significant role in several strategic XVA and RWA projects by producing computational blocks using cutting-edge modelling and implementation techniques to ensure the bank can cope with the increasing list of regulatory measures (XVAVaR, SACCR, FRTB-CVA …) and metrics needed to manage our XVA reserves properly (Optimization modules, Sensitivities with AAD, Machine Learning …). The quant team continuously builds and upgrades XVA libraries and platforms to implement regulatory changes in an optimised architecture. The team is also actively participating in developing the Collateral management platform for CCP and EMIR Initial Margin and working on various FO and Risk systems migration projects, supporting the XVA and Scarce Resources Management and Collateral Management functions.
Responsibilities
- Define and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM …)
- Define and implement mathematical tools and pricing models for XVA-linked activity
- Interact and support Trading, RPC and IT partners.
Essential Requirements
- High programming skills (C++, SQL, C#, VBA …).
- Good knowledge of numerical methods such as: Monte Carlo, Optimisation algorithms, … .
- Recent experience and strengths in most of the following:
- Distributed computing and Inter-process communication
- Multi-threading programming
- Microsoft products: Office, VC++, VBA
- SQL, Access, Oracle
- Web technologies: XML, XSLT
Who We Are
Our Expertise
- Quantitative Finance — Model design, implementation and validation.
- Risk & Regulatory — Risk frameworks and regulatory transformation.
- Data & AI — Data optimisation and AI adoption with strong governance.
- Digital & Technology — Cloud, engineering, automation and digital solutions.
- Transformation — Change management and large-scale delivery programmes.
Our Commitment
Built on excellence, collaboration and innovation, Quanteam partners with clients to strengthen resilience, accelerate transformation and build future-ready capabilities. We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.
Quantitative Analyst (Senior Associate / AVP) in England employer: Quanteam UK
Contact Detail:
Quanteam UK Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst (Senior Associate / AVP) in England
✨Tip Number 1
Network like a pro! Reach out to current employees in the quant team or related departments. A friendly chat can give you insider info and might just get your foot in the door.
✨Tip Number 2
Show off your skills! Prepare a mini-project or case study that showcases your programming prowess and problem-solving abilities. Bring it up during interviews to demonstrate your hands-on experience.
✨Tip Number 3
Stay updated on industry trends! Brush up on the latest regulatory measures and quantitative methods relevant to XVA and RWA. This knowledge will help you stand out as someone who's genuinely interested in the field.
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who take the initiative to connect directly with us.
We think you need these skills to ace Quantitative Analyst (Senior Associate / AVP) in England
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Analyst role. Highlight your programming skills and experience with numerical methods, as these are key for us. Use specific examples that showcase your expertise in XVA and RWA optimisation.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Explain why you're passionate about quantitative finance and how your background aligns with our team's goals. Don't forget to mention your ability to work collaboratively and adapt to new technologies.
Showcase Your Problem-Solving Skills: In both your CV and cover letter, emphasise your analytical and problem-solving abilities. We love candidates who can devise creative solutions, so share examples of challenges you've tackled in previous roles.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows your enthusiasm for joining our team!
How to prepare for a job interview at Quanteam UK
✨Know Your Quantitative Models
Make sure you brush up on your knowledge of quantitative models, especially those related to XVA and collateral management. Be prepared to discuss how you've implemented or optimised these models in the past, as well as any challenges you faced and how you overcame them.
✨Show Off Your Programming Skills
Since high programming skills are essential for this role, be ready to demonstrate your proficiency in languages like C++, SQL, and VBA. You might even be asked to solve a coding problem during the interview, so practice some common algorithms and numerical methods beforehand.
✨Communicate Clearly
Good communication skills are crucial, especially when interacting with various teams. Practice explaining complex concepts in simple terms, and be ready to discuss how you've collaborated with trading, risk, and IT partners in previous roles.
✨Be Ready for Problem-Solving Scenarios
Expect to face analytical and problem-solving questions that test your ability to devise multiple solutions. Think of examples from your experience where you had to tackle a tough problem, and be prepared to walk the interviewer through your thought process.
