Founded in 2000, Lunalogic is a consulting firm structured around two main areas of expertise:
* Finance, Risk & Regulatory: supporting financial institutions, insurance companies, and industrial firms on risk management, regulatory compliance, and quantitative modeling.
* Data Science, Artificial Intelligence & Blockchain: designing and deploying advanced solutions in machine learning, deep learning, data engineering, and blockchain across multiple industries.
For more than 20 years, we have been developing sophisticated algorithms and infrastructures that leverage the full potential of data science and blockchain to address real-world challenges, including quantitative modeling, business process automation, fraud detection, industrial systems optimization, and predictive analytics.
We work with both large corporations and SMEs across sectors such as finance, banking, insurance, healthcare, and industry, with references including Mérieux, Limagrain, AXA, and Servier.
Our strength lies in our strong commitment to R&D, innovation, and continuous training, enabling us to attract and develop top talent from the most prestigious academic institutions.
At Lunalogic, we transform our clients’ technological and financial challenges into concrete, operational, and high-impact solutions, within a stimulating and collaborative environment.
Lunalogic UK Ltd, established in 2015, strengthens the group’s international presence in the UK market. The entity actively supports both French and international Corporate & Investment Banks (CIB) operating in London, delivering high-level expertise in quantitative finance, risk, and regulatory projects while contributing to the group’s international reach.
Overview
Our client is seeking a confirmed or senior Quantitative Analyst specialized in XVA to join their Quantitative Research & Development team. The role initially focuses on quantitative modeling, with a later transition toward optimization and implementation of risk metrics while remaining within the R&D framework.
This position requires strong interaction with the XVA Strats team and Risk teams, contributing to the development and improvement of advanced quantitative models and risk methodologies used in pricing and risk management of complex derivatives.
Key Responsibilities
Phase 1 – Quantitative Modeling
* Develop and enhance XVA-related quantitative models.
* Implement models and numerical methods in C++ within the quantitative library.
* Contribute to the modeling framework used for exotic derivatives and structured products.
* Perform model validation support and quantitative analysis.
Phase 2 – Optimization & Risk Metrics
* Work on optimization of existing quantitative frameworks.
* Design and implement advanced risk metrics related to XVA.
* Improve performance and robustness of pricing and risk analytics systems.
* Contribute to the integration of models into production environments.
Collaboration
* Strong interaction with the XVA Strats team.
* Close collaboration with Risk Management teams.
* Work within the Quantitative Research & Development organization, contributing to strategic quantitative initiatives.
Required Skills & Experience
Education
* MSc or PhD in Financial Mathematics, Applied Mathematics, Quantitative Finance, or related field.
Technical Skills
* Strong C++ programming skills in a quantitative environment.
* Solid background in financial mathematics and derivatives modeling.
* Experience with XVA frameworks (CVA, DVA, FVA, etc.).
* Strong understanding of stochastic modeling and numerical methods.
Experience
* Confirmed or Senior Quantitative Analyst experience.
* Experience working with exotic products and structured derivatives.
* Exposure to AAD (Adjoint Algorithmic Differentiation) is highly desirable.
Soft Skills
* Ability to work closely with Strats and Risk teams.
* Strong analytical and problem-solving abilities.
* Excellent communication skills in a quantitative and technical environment.
Key Highlights
* Work on cutting-edge XVA modeling and risk metrics.
* Exposure to exotic derivatives and advanced quantitative techniques.
* Opportunity to move from pure modeling to optimization and risk analytics within the R&D team.
* Highly collaborative environment with Strats and Risk stakeholders.