Quantitative Finance Jobs » Front Office xVA quant

Job Title:

Front Office xVA quant

Ideal Experience/Level:
Senior
Basic Salary:
£ Market Rates
Location:
Europe
Type:
Permanent

xVA Quantitative FI Equity FX Credit

Specification:

Front-Office xVA quant. One senior position (5-10 years of relevant experience).

Within Capital Markets, the quant team develops algorithms to value and manage derivatives, based on complex mathematical models, and using sophisticated numerical methods. It works in collaboration with traders, structurers and sales in globally.

Education

PhD or MSc (or equivalent) in applied mathematics with major in Finance

Required experience and know-how

  • 5-10 years as Front-Office quant on FI / Equity / FX / Credit / xVA, with good knowledge of products and markets
  • Practical implementation in production of sophisticated numerical methods : American Monte Carlo, PDE solver, Fourier...
  • Strong knowledge of stochastic calculus applied to finance
  • C++ programming. Python a plus
  • Analytical skills. Ability to work under pressure in a proactive and energetic way
  • Communication skills with traders, sales, and IT and risk divisions
  • Fluent English. Spanish a plus, but not a necessity
Register Interest:

If this role interests you and you would like to explore it further, please contact one our experienced consultants and we will discuss the opportunity in further detail.

Tel: + 44 (0) 203 772 4567

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