Leading Investment Bank is looking to hire a Business Analyst to work on new strategic projects. This is an exciting new opportunity to work on XVA pricing models. Your role will be to develop and maintain methodologies, liaising with stakeholders across the desk, Quant Team, Risk Management and IT.
They need someone with experience of working as a BA or Quant, with strong pricing knowledge around Derivatives and CVA valuations.
You should have a background in Risk Management across Credit, Market and Counterparty Credit Risk.
This is a hybrid role with 2 days a week in the London office
Key skills required:
- Counterparty Credit Risk (CCR)
- Quantitative analyst
- Pricing - Pricing model development and/or Derivative pricing
- Academic background in Science or Maths
- Investment Banking experience with front office stakeholders