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Front office quantitative analyst - Leading global bank - Gresham Search

Gresham Search
London
2 days ago
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A leading global bank is seeking a seasoned quantitative professional to join its quantitative research function in global markets.

We are looking for a VP level candidates to take a key role in the XVA team, a critical unit focused on the modelling, pricing, and risk management developments for our extensive franchise of clients, which includes corporations, institutional investors, and governments.

This role provides a unique opportunity to operate with significant autonomy, lead complex, non-routine projects, and directly influence the development of our cross-asset analytics software libraries across a global platform (London, Paris, New York, Asia).

The successful candidate will be an advanced professional tasked with the development and support of the proprietary XVA platform. You will be essential in shaping our market exposure, leading in the design of sophisticated tools for XVA pricing and risk management, and adapting the bank to new regulatory capital requirements.

Key Deliverables Include:

Platform Development: Directing the full development lifecycle for new functionalities on the XVA platform.

Analytics Implementation: Developing, testing, and supporting tools built on our core analytics libraries, with a focus on calculating various pricing analytics for XVA.

Project Leadership: Leading the delivery of medium-sized client pitches and acting as a technical leader on departmental projects.

Mentorship and Escalation: Serving as a point of escalation for junior colleagues, guiding their professional development, and influencing decision-making on complex problems.

External Promotion: Actively promoting the XVA platform to key internal and external stakeholders.

Required Qualifications

Exceptional Educational Foundation: Advanced degree (Master's or PhD preferred) in a highly quantitative discipline (e.g., Mathematics, Engineering, Physics, Quantitative Finance).

Deep Domain Knowledge: Expert-level proficiency in financial mathematics and computer science, coupled with significant professional tenure in the Financial Services sector, specifically within areas like trading, market risk, or regulatory quantitative projects.

Essential Technical Toolkit: Mastery of C++, C#, and Python, specifically applied in the context of implementing complex models within a production-grade analytics pricing library.

Computational Rigor: Solid, practical understanding of advanced numerical techniques, including linear algebra and finite difference methods.

Strategic Leadership: Proven track record of identifying opportunities for development, independently taking action to maximize results, and effectively collaborating with stakeholders to meet strategic objectives.

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