Description
We are currently supporting a leading investment bank within their XVA, Collateral & Credit Quantitative Research team. This team sits very close to the Front Office and plays a key role in building pricing models and quantitative tools used across trading and risk.
This is a highly technical role focused on developing models and solutions across XVA, counterparty risk, and collateral modelling, while also contributing to key regulatory initiatives such as SA-CCR and FRTB-CVA.
You’ll be working closely with Front Office traders, Risk, and Technology teams, helping to enhance and optimise the bank’s pricing platforms and quantitative libraries. The work is high impact and directly linked to trading and risk management decisions.
Key responsibilities include:
•Developing pricing models and quantitative tools for XVA and collateral
• Working on counterparty risk and credit-related modelling
• Enhancing and optimising existing quant platforms and libraries
• Supporting regulatory and strategic initiatives across risk and capital
• Collaborating with Front Office, Risk, and IT stakeholders
•
Experience required for this position:
1. Strong programming skills in C++ (essential) and SQL
2. Proven Experience in quantitative modelling
3. Exposure to XVA, counterparty risk, collateral, or credit derivatives (highly desirable)
4. Strong analytical and problem-solving skills
5. Ability to work in a front-office-facing environment
Skills
Job Title: Quantitative Analyst
Location: London, UK
Rate/Salary: - GBP Daily
Job Type: Contract
Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands.
Quantitative Analyst • London, England, United Kingdom
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