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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 collaboration.
- Benefits: Competitive salary, diverse workplace, and opportunities for professional growth.
- Other info: Dynamic team environment with a commitment to diversity and inclusion.
- Why this job: Make a real impact in finance with cutting-edge technology and creative problem-solving.
- Qualifications: Strong programming skills and experience in quantitative finance required.
The predicted salary is between 48000 - 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 London 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 London
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, attend meetups, and connect on LinkedIn. The more people you know, the better your chances of landing that dream job.
✨Tip Number 2
Prepare for interviews by practising common questions and showcasing your skills. Think about how your experience aligns with the role and be ready to discuss specific projects you've worked on.
✨Tip Number 3
Don’t just apply anywhere; focus on companies that excite you! Use our website to find roles that match your skills and interests, and tailor your approach to each one.
✨Tip Number 4
Follow up after interviews! A quick thank-you email can go a long way in keeping you top of mind. Show your enthusiasm and reiterate why you’re a great fit for the team.
We think you need these skills to ace Quantitative Analyst (Senior Associate / AVP) in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the role of a Quantitative Analyst. 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 any relevant projects or experiences that demonstrate your problem-solving abilities.
Showcase Your Technical Skills: We love seeing strong programming skills! Be sure to list your proficiency in C++, SQL, and other relevant technologies. If you've worked on distributed computing or multi-threading, make that stand out – it’s a big plus for us!
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 you’re keen on joining our team at StudySmarter!
How to prepare for a job interview at Quanteam UK
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative finance knowledge, especially around XVA, Counterparty Risk, and Collateral management. Be ready to discuss specific models you've worked with and how they apply to the role. This shows you're not just familiar with the theory but can also bring practical insights.
✨Show Off Your Programming Skills
Since high programming skills are essential for this role, be prepared to talk about your experience with C++, SQL, and other relevant languages. You might even want to bring examples of projects where you implemented complex algorithms or optimised processes. This will demonstrate your technical prowess and problem-solving abilities.
✨Communicate Clearly
Good communication is key, especially when interacting with various teams like Trading and IT. Practice explaining complex concepts in simple terms, as you'll need to convey your ideas effectively. Think about how you can showcase your ability to collaborate and support others during the interview.
✨Be Ready for Problem-Solving Questions
Expect some analytical and problem-solving questions that test your ability to think on your feet. Prepare by reviewing common numerical methods and optimisation algorithms. You could even practice with a friend or mentor to simulate the interview environment and refine your thought process.