We are seeking a Quant Analyst to join our XVACCR, Collateral & Credit Quantitative Research team on a permanent basis. This role is ideal for candidates with strong implementation skills and a modelling profile, who are looking to make a significant impact within a global investment bank.
Day-to-day of the role:
*Design and implement pricing models and analytical tools for collateral management (IMVA-CCP, SIMM) and XVA-linked activities.
*Collaborate with Trading, Risk, and IT teams to deliver robust solutions.
*Contribute to strategic projects including XVA VaR, SACCR, FRTB-CVA, and RWA optimization.
*Enhance and maintain XVA libraries and platforms.
*Support system migrations and platform development for CCP and EMIR Initial Margin.
*Regularly interact with a broad scope of internal clients, including XVA and Scarce Resources desk, Risk department, and Collateral desk.
*Study and assess the models’ behaviour and performance in close collaboration with the business.
*Participate in the development of the Collateral management platform and various front office and Risk systems migration projects.
Required Skills & Qualifications:
*Front office experience in a financial institution.
*Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable.
*Solid foundation in numerical methods, including Monte Carlo simulations and optimization algorithms.
*Experience with distributed computing & inter-process communication.
*Proficiency in multi-threaded programming.
*Familiarity with Microsoft Office, VC++, VBA, SQL, Access, Oracle.
*Knowledge of web technologies such as XML, XSLT.
*Analytical mindset with creative problem-solving abilities.
*Self-motivated, results-driven, and adaptable to new technologies.
*Excellent communication skills.
Benefits:
*Competitive salary.
*Hybrid working model allowing flexibility.
*Opportunities for professional growth and involvement in strategic projects.
*Access to cutting-edge technology and tools.
To apply for this Quant Analyst position, please submit your CV and cover letter detailing your relevant experience and why you are interested in this role.