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
Job Title: Quantitative Analyst
Location: London, UK
Rate/Salary: 600.00 - 800.00 GBP Daily
Job Type: Contract
