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Quantitative Analyst

Reed Talent Solutions
City of London
3 days ago
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Our Global Investment Bank client is seeking a Quant Analyst to join its XVACCR, Collateral & Credit Quantitative Research team on a permanent basis.



  • Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable.

This role is ideal for candidates with strong implementation skills and a modelling profile, who are looking to make a significant impact within a global investment bank.


Day-to-day of the role:

  • Design and implement pricing models and analytical tools for collateral management (IMVA-CCP, SIMM) and XVA-linked activities.
  • Collaborate with Trading, Risk, and IT teams to deliver robust solutions.
  • Contribute to strategic projects including XVA VaR, SACCR, FRTB-CVA, and RWA optimization.
  • Enhance and maintain XVA libraries and platforms.
  • Support system migrations and platform development for CCP and EMIR Initial Margin.
  • Regularly interact with a broad scope of internal clients, including XVA and Scarce Resources desk, Risk department, and Collateral desk.
  • Study and assess the models' behaviour and performance in close collaboration with the business.
  • Participate in the development of the Collateral management platform and various Front Office and Risk systems migration projects.

Required Skills & Qualifications:

  • Front Office experience in a financial institution.
  • Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable.
  • Solid foundation in numerical methods, including Monte Carlo simulations and optimization algorithms.
  • Experience with distributed computing & inter-process communication.
  • Proficiency in multi-threaded programming.
  • Familiarity with Microsoft Office, VC++, VBA, SQL, Access, Oracle.
  • Knowledge of web technologies such as XML, XSLT.
  • Analytical mindset with creative problem-solving abilities.
  • Self-motivated, results-driven, and adaptable to new technologies.
  • Excellent communication skills.

Benefits:

  • Competitive salary.
  • Hybrid working model allowing flexibility.
  • Opportunities for professional growth and involvement in strategic projects.
  • Access to cutting-edge technology and tools.

To apply for this Quant Analyst position, please submit your CV and cover letter detailing your relevant experience and why you are interested in this role.


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