At a Glance
- Tasks: Join our team to build analytics libraries and support XVA traders with cutting-edge tools.
- Company: Be part of a Tier 1 Investment Bank, known for its innovation and market leadership.
- Benefits: Enjoy competitive compensation, professional growth opportunities, and a dynamic work environment.
- Why this job: Gain hands-on experience in a fast-paced setting while working closely with trading desks across asset classes.
- Qualifications: 3+ years in a quantitative role with strong programming skills in C++ and Python required.
- Other info: Autonomy in research projects and collaboration with top-tier professionals in the industry.
The predicted salary is between 72000 - 108000 £ per year.
A Tier 1 Investment Bank is currently looking to expand it’s front office XVA Quant Analyst team. The team work closely with trading, and cover the complex computations behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes. Ideal candidates will be a quantitative analyst coming from a front office XVA, front office rates or CCR-orientated background. Responsibilities: Building Analytics libraries for XVA pricing and risk-management Develop prototypes for a new best-in-class XVA engine Work Closely on tool-building to Support the XVA Traders Ad-hoc research projects to which you will have autonomy on. Requirements: 3+ Years Experience in a similar Quantitative Role Technical Programming Skills in C++ and Python (C#/JAVA and python backgrounds also considered) Fixed Income Product Knowledge (Rates, Credit or Fx) Strong Written and Verbal Communication Skills Desired Skills and Experience Requirements: * 3+ Years Experience in a similar Quantitative Role * Technical Programming Skills in C++ and Python (C#/JAVA and python backgrounds also considered) * Fixed Income Product Knowledge (Rates, Credit or Fx) * Strong Written and Verbal Communication Skills
VP XVA Quantitative Analyst employer: Selby Jennings
Contact Detail:
Selby Jennings Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land VP XVA Quantitative Analyst
✨Tip Number 1
Make sure to highlight your experience in quantitative roles, especially if you have worked in XVA or related areas. Tailor your discussions to showcase how your background aligns with the responsibilities of building analytics libraries and supporting traders.
✨Tip Number 2
Brush up on your technical programming skills, particularly in C++ and Python. Be prepared to discuss specific projects where you've utilized these languages to solve complex problems, as this will demonstrate your hands-on experience.
✨Tip Number 3
Familiarize yourself with the latest trends and developments in fixed income products, especially rates, credit, and FX. This knowledge will not only help you in interviews but also show your genuine interest in the field.
✨Tip Number 4
Prepare to discuss your communication skills, as they are crucial for collaborating with traders and other team members. Think of examples where you've effectively conveyed complex information to non-technical stakeholders.
We think you need these skills to ace VP XVA Quantitative Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in quantitative analysis, particularly in XVA, rates, or CCR. Emphasize your technical programming skills in C++ and Python, as well as any relevant fixed income product knowledge.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Discuss specific projects or experiences that demonstrate your ability to build analytics libraries and support traders effectively.
Showcase Communication Skills: Since strong written and verbal communication skills are essential, ensure that your application materials are clear, concise, and free of jargon. Consider including examples of how you've successfully communicated complex ideas in previous roles.
Highlight Autonomy in Projects: Mention any past experiences where you had autonomy on research projects or tool-building initiatives. This will show that you can work independently and take initiative, which is crucial for this role.
How to prepare for a job interview at Selby Jennings
✨Showcase Your Technical Skills
Be prepared to discuss your programming experience in C++ and Python. You might be asked to solve a coding problem or explain your previous projects, so make sure you can articulate your thought process clearly.
✨Demonstrate Your Knowledge of Fixed Income Products
Since the role requires knowledge in rates, credit, or FX, brush up on these topics. Be ready to discuss how these products relate to XVA and any relevant experiences you've had working with them.
✨Prepare for Behavioral Questions
Expect questions that assess your communication skills and teamwork. Think of examples from your past roles where you successfully collaborated with traders or other teams, highlighting your ability to convey complex information effectively.
✨Research the Company and Its Culture
Understanding the Tier 1 Investment Bank's values and culture can give you an edge. Tailor your responses to align with their mission and demonstrate how you can contribute to their team dynamics.