senior XVA Quant

London
Postuler

Join a fast-growing Investment Bank in London

We are looking for a senior XVA Quant (+8 years of experience ideally)

Responsabilities

You will assist our client’s XVA Model Validation Team as part of Ibor Transition – validate Incorporation of the following into XVA, PFE and KRC models:

  • New RFR based products and features
  • New RFR based yield curve constructs
  • New simulation modelling parameters and methods

Requirements:

  • + 8 years model validation experience , including pricing models
  • + 4 years XVA/PFE or IMM validation experience
  • A solid quantitative background – Msc or Phd in Quantitative discipline
  • Autonomous, commercial attitude and communication skills
  • Python programming

Languages : English

Location: London

Permanent role / contracting role  to be filled asap

Postuler

Poste : senior XVA Quant

    * Champs obligatoires

    Votre CV doit être au format PDF

    Revenir aux offres