Description
Quant Analyst - London - XVA/CVA - Contract
Tier 1 investment bank seeks a Quant Analyst to join their XVA Desk on a long term contract basis. We are looking for an experienced QA with strong experience in quant modelling, the models and libraries that currently exist have been built in C++ so this is the favoured language. We are also looking for candidates with recent experience and knowledge in XVA or Counterparty Risk.
The successful candidate will be responsible for building models and quant libraries from scratch so we will need a Quant who is fairly hands on. Business knowledge is a must for this position.
Please see a list of requirements essential for this role below:
Essential:
- Strong experience working as a hands on Quant Analyst
- Experience/Knowledge in XVA/Counterparty risk
- Modelling experience - Essential
- C++ Modelling experience
Please apply for immediate consideration.