VP XVA Quantitative Analyst

London Permanent Negotiable Financial Technology PR/533815_1739791174 A Tier 1 Investment Bank is currently looking to expand it's front office XVA Quant Analyst team. The team work closely with trading, and cover the complex modelling behind CVA, FVA and portfolio modelling. The team work very closely with the desk, and gain exposure to all asset classes. Ideal candidates will be a quantitative analyst coming from a front office XVA, front office rates or CCR-orientated background. Responsibilities: Building Analytics libraries for XVA pricing and risk-management Develop prototypes for a new best-in-class XVA engine Work Closely on tool-building to Support the XVA Traders

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