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Front Office xVA quant

  • : Market Rates
  • : Permanent
  • : Europe
  • :

This Role Is Now Closed

However, we would still like to hear from you as we regularly have similar roles. Please contact us on:

Tel: + 44 (0) 203 772 4567

xVA Quantitative FI Equity FX Credit

Job 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.


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

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