Hawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis for a Global Investment Bank based in central London.
* Quantitative Analyst (Min 2 years experience – Associate level)
* Permanent
* Central London – Hybrid working – x3 days in the office per week/ x2 days from home
* £70k - £110k base + Bonus + Package
The role:
You will be sitting within the XVACCR, Collateral & Credit Quantitative Research team. They produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients.
Key Responsibilities
* Define and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM)
* Define and implement mathematical tools and pricing models for XVA-linked activity.
* Interact and support Trading, RPC and IT partners.
Experience/ Skills:
* Min 2 years’ experience as a Quant Analyst
* High programming skills (C++, SQL, C#, VBA, XML, XSLT).
* Excellent analytical and problem-solving skills.
* Good knowledge of numerical methods such as: Monte Carlo, Optimization algorithms
* Strong implementation skills are required, though the role leans more towards quantitative modelling than pure development.
* Front Office Quant experience is highly desirable (XVA, FX, Equities etc), particularly within XVA. Candidates with robust XVA modelling expertise are preferred.
* Candidates should have a solid foundation in computational finance, with exposure to machine learning considered advantageous.
* Good communication skills
* Strong education background in relevant subjects
If you are a Quantitative Analyst looking for a long-term, career making opportunity and the above matches your experience, please apply now!
Thank you.