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

Hawksworth have been requested to find an experienced Quantitative Analyst on a permanent basis. This is a Junior role, 2 years \+ experience in a Quantitative Analyst role with XVA and good C\+\+ programming skills. Base salary up to £112k \+ bonuses and package. London Hybrid working in central London near Liverpool St. Global European investment bank.

Snapshot.

• 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.