At a Glance
- Tasks: Develop cutting-edge pricing models and quantitative tools for trading and risk management.
- Company: Leading investment bank with a focus on innovation and collaboration.
- Benefits: Competitive daily rate, dynamic work environment, and exposure to high-impact projects.
- Other info: Join a fast-paced team close to the Front Office with excellent career growth opportunities.
- Why this job: Make a real impact in finance by optimising pricing platforms and collaborating with top professionals.
- Qualifications: Strong C++ and SQL skills, with experience in quantitative modelling preferred.
The predicted salary is between 60000 - 80000 £ per year.
We are currently supporting a leading investment bank within their XVA, Collateral & Credit Quantitative Research team. This team sits very close to the Front Office and plays a key role in building pricing models and quantitative tools used across trading and risk. This is a highly technical role focused on developing models and solutions across XVA, counterparty risk, and collateral modelling, while also contributing to key regulatory initiatives such as SA-CCR and FRTB-CVA. You’ll be working closely with Front Office traders, Risk, and Technology teams, helping to enhance and optimise the bank’s pricing platforms and quantitative libraries. The work is high impact and directly linked to trading and risk management decisions.
Key Responsibilities
- Developing pricing models and quantitative tools for XVA and collateral
- Working on counterparty risk and credit‑related modelling
- Enhancing and optimising existing quant platforms and libraries
- Supporting regulatory and strategic initiatives across risk and capital
- Collaborating with Front Office, Risk, and IT stakeholders
Experience Required
- Strong programming skills in C++ (essential) and SQL
- Proven experience in quantitative modelling
- Exposure to XVA, counterparty risk, collateral, or credit derivatives (highly desirable)
- Strong analytical and problem‑solving skills
- Ability to work in a front‑office‑facing environment
Quantitative Analyst in London employer: Teksystems
As a leading investment bank, we pride ourselves on fostering a dynamic and collaborative work environment where innovation thrives. Our Quantitative Analyst role offers competitive daily rates and the opportunity to work closely with Front Office traders and technology teams in the heart of London, ensuring that your contributions have a direct impact on trading and risk management decisions. We are committed to employee growth, providing access to cutting-edge resources and professional development opportunities that empower you to excel in your career.
