Quant Analyst - XVA / CVA / Stress Testing - Investment Banking
Our client, a leading Investment Bank, requires an experienced Quant Analyst to join an established and high calibre Derivatives Pricing Quant Team.
The successful candidate will focus on ensuring that the Derivatives Pricing team meet market and regulatory standards. This will involve defining and enhancing existing valuation methodologies while also working with the Product Control teams and providing Quantitative support. You will also work closely with the Independent Model Review function and Front Office Trading Teams.
Candidates must have:
- Strong knowledge across a range of financial products (FX, Rates, CDS)
- Strong and demonstrable track record working as a Quant Analyst within the XVA space (CVA / FVA)
- Previous commercial experience in Regulatory Stress Testing
- Strong numerical academic background with Masters or PhD in Maths, Statistics or Physics
- Strong background in stochastic calculus
- Good SQL or C++ coding skills are a benefit