Description
Quantitative Analyst
The Role
The XVA Quantitative Analyst will be based with a leading financial services company in London on an initial contract length of 12 months. The initial day rate on offer is between £/day. The successful candidate will be working within the core Front Office quant team and will be responsible for XVA pricing and risk management.
Essential skill set/experience:
- Knowledge of XVA
- Strong C++
- Familiarity with large scale code development (TDD, JIRA, SVN)
- Mathematical finance (single or multi-asset class)
- CUDA experience is desirable but not required
How to Apply
To apply for the role, you can apply directly through the site or you can reach me on the contact details below. Ideally we aim to provide feedback within 72 hours of your application but in some instances that may not be possible.
Keywords
QUANTITATIVE ANALYST, DEVELOPER, XVA, C++, BANKING, LONDON