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.