XVA Quantitative Analyst (12m contract)
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Expiration Date: April 3, 2023
A Tier 1 Multinational Universal Bank are searching for a Quantitative Analyst to join the Product Control team.
The Product Control team are responsible for ensuring that derivatives pricings align to market standards and regulatory requirements.
The team are looking for an individual to join the team on a 12 month fixed-term contract, likely with an option to extend.
- Maintaining, implementing, and developing quantitative methodologies for Fair Value and Prudent Valuation
- Support the Product Control team in distributing quantitative solutions across 40 markets#
- Present regularly to senior stakeholders
- Address models and identify deficiencies
- Collaborate with members of the Product Control team, Risk teams and Front Office Quant teams
- Masters or PhD in Maths, Physics, Quantitative Finance, or similar subject
- Experienced using C++ and SQL
- 2+ years working in XVA/ FVA