A leading Investment Bank is recruiting for a senior XVA front office quantitative analyst. The ideal candidate will have a good understanding of XVA Modeling and associated system architecture. The successful candidate will lead the XVA modeling team and will be expected to initiate and introduce state of the art changes to XVA models and platform.
|Job Title||VP / Director XVA Front Office Quantitative Analyst|
Lead the XVA team
Innovate and develop the XVA models and enhance the platform.
Project manage the integration of models on to the existing platform.
Face off to traders, risk management, and other stakeholders.
Responsibility for mathematical decision making on the XVA models.
Delivering XVA projects and working with project managers.
Manage and develop the team.
Skills and Experience
Excellent understanding of XVA Models.
Strong C++ / C# programming skills.
Previous managerial experience.
Strong communication skills.
Strong collaborative mindset.