Eton Clarke has been mandated by an investment bank to source a Vice President level XVA Quant Analyst in London.
The focus of the role is the development of the bank’s XVA infrastructure. Therefore, it is imperative that the applicants understand all aspects of pricing XVAs of Interest Rates & Foreign Exchange swaps & options.
Excellent programming skills in C++ are necessary for this role (ideally with knowledge of scripting languages like Python).
This role will sit in the front office & so excellent communication skills are also necessary.
- Excellent XVA/exposure calculation skills in a multi-asset context.
- Produce, maintain & improve existing XVA models, tools & operational framework.
- Masters degree or ideally a PhD in Finance or a Quantitative Field of Science or Engineering.
- Experience working in a sell side investment bank as a XVA Quantitative Analyst/Strategist/Research.
- Ability to build efficient American Monte-Carlo scheme applied to XVA pricing, incorporating collateral modelling.
- Entrepreneurial mind set & approach this role with a view to not just maintain existing framework but to make improvements & add own touch to it.
If you feel you match the criteria above and would like to apply for this position, please send an updated CV (word format only) to email@example.com
Keywords: Eton Clarke, XVA Quant, Quant Analyst, Quantitative Analyst, XVA Pricing, Quant Strategist, Quantitative Strategist, Quantitative Research, Quant Research, C++, Python, Hull-White.
Eton Clarke provides recruitment solutions across the five main asset classes; credit, interest rates, commodities, foreign exchange and equities. With senior consultants specialising on each asset class and an array of institutional clients, we are confident we can add value to your job search. Keep updated on our current and active mandates at www.etonclarke.com/category/vacancies