Xva Quantitative Analyst

Our client is a leading financial institution based in London.

Position: VP XVA Quantitative Analyst
Location: London, UK
Type: Permanent
Salary: Competitive, commensurate with experience

About the Role: As the VP XVA Quantitative Analyst, you will play a pivotal role in the organisations FO Quant Team team, contributing to the development and enhancement of cutting-edge XVA models and develop features in the XVA quant library.

Key Responsibilities:

• Develop and implement robust XVA models, covering components such as CVA (Credit Value Adjustment), DVA (Debit Value Adjustment), FVA (Funding Value Adjustment), and more.
• Collaborate with cross-functional teams, including traders, risk managers, and technology experts, to ensure the accuracy and effectiveness of XVA models.
• Conduct quantitative analysis to assess the impact of market changes on derivative portfolios.
• Stay abreast of industry trends, regulatory developments, and emerging best practices in XVA modeling.

Requirements:

• PhD or Master's degree in a quantitative field such as Mathematics, Finance, or a related discipline.
• Proven experience (5+ years) in quantitative analysis, specifically in XVA modeling within a financial institution.
• Advanced programming skills in C++, or C related language
• Excellent understanding of math finance
• Current / prior experience as an XVA Quant

Benefits:

• Competitive salary and performance-based bonuses.
• Comprehensive benefits package, including health insurance and retirement plans.
• Opportunities for professional development and career advancement.
• A collaborative and innovative work environment.

If you are a talented VP XVA Quantitative Analyst looking to make a significant impact in a dynamic financial environment, we invite you to apply and be part of this exciting opportunity.

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.