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XVA Quant Analyst (Director), Tier-1 US Investment Bank

Selby Jennings
London, United Kingdom
Closing date
Jan 29, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Director / Senior VP XVA Quantitative Strategist, Tier 1 American Investment Bank

A Tier-1 US Bank is looking for a hands-on senior candidate to act as a team lead for their XVA quant analytics group. This individual will have potential to either lead a team or work as an individual contributor.

The bank have ambitious plans to completely revamp the way in which they model XVA, and as a result there are a number of complex greenfield projects to work on. The individual will have a lot of autonomy on the approach to modelling, and will be expected to work very closely with the trading teams.

  • From-scratch design and implementation of the new XVA engine (Brainstorming, Modelling, prototyping, implementation).
  • Close support of trading teams
  • Potentially managing a small team

  • 7+ Years of experience in a front office quant or middle office XVA environment
  • Technical Programming Skills in C++ and Python (C#, Python also considered)
  • Fixed Income Product Knowledge (Rates, Credit or Fx)
  • Strong Written and Verbal Communication Skills

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