Responsibilities
1. Design and implement pricing models and analytical tools for: Collateral management (IMVA-CCP, SIMM) XVA-linked activities Collaborate with Trading, Risk, and IT teams to deliver robust solutions Contribute to strategic projects including XVAVaR, 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
What We’re Looking For:
2. Front office experience Strong programming skills: C++, SQL, C#, VBA. Python would also be desirable. Solid foundation in numerical methods: Monte Carlo simulations, optimization algorithms Experience with: Distributedputing & inter-processmunication Multi-threaded programming Microsoft Office, VC++, VBA SQL, Access, Oracle Web technologies: XML, XSLT Analytical mindset with creative problem-solving abilities Self-motivated, results-driven, and adaptable to new technologies Excellentmunication skills
If you have suitable skills and experience for this role, apply now and we’ll be in touch.