Job Description
Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.
Key Responsibilities:
* Model development, implementation and validation.
* Develop and enhance features in the Quant/XVA library.
* Build tools and systems to support processes.
* Liaise with Traders daily.
* Extend XVA, Rates and related models.
* Provide ongoing support for Quant library and XVA systems.
Skills and Experience:
* 2 - 10 years experience
* Quantitative Finance related degree - Mathematics, Physics, or similar.
* Proficiency in advanced programming (C# or C++).
* Strong foundation in mathematical finance - Stochastic Calculus, Monte Carlo Simulation etc.
* Strong knowledge of XVA or Rates.
This will be a 6 month rolling contract.
Look forward to hearing from you!
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