Quantitative Analyst (Associate level)- XVA, C++, Modelling - Up to £110k + Bonus + Package

New Yesterday

Job Description

Hawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis.


  • Quantitative Analyst (Min 2 years’ experience – Associate level)
  • Permanent
  • Central London – Hybrid working – x3 days in the office per week/ x2 days from home
  • £70k - £110k base + Bonus + Package


The role:

You will be sitting within the XVACCR, Collateral & Credit Quantitative Research team. They produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team regularly interacts with a broad scope of internal clients.

Key Responsibilities

  • Define and implement tools and pricing models for Collateral management activity (IMVA-CCP, SIMM)
  • Define and implement mathematical tools and pricing models for XVA-linked activity.
  • Interact and support Trading, RPC and IT partners.


Experience/ Skills:

  • Min 2 years’ experience as a Quant Analyst
  • High programming skills (C++, SQL, C#, VBA, XML, XSLT).
  • Excellent analytical and problem-solving skills.
  • Good knowledge of numerical methods such as: Monte Carlo, Optimization algorithms
  • Strong implementation skills are required, though the role leans more towards quantitative modelling than pure development.
  • Front Office Quant experience is highly desirable (XVA, FX, Equities etc), particularly within XVA. Candidates with robust XVA modelling expertise are preferred.
  • Candidates should have a solid foundation in computational finance, with exposure to machine learning considered advantageous.
  • Good communication skills
  • Strong education background in relevant subjects


If you are a Quantitative Analyst looking for a long-term, career making opportunity and the above matches your experience, please apply now!

Thank you.

Location:
City Of London
Job Type:
FullTime
Category:
Science

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