Jobs

XVA Quantitative Analyst


Job details
  • Fourier Ltd
  • London
  • 4 weeks ago
Applications closed

A market leading investment manager is looking for an experienced quantitative analyst to join their established team of Fixed Income Quants. The successful candidate will be responsible for the review and improvement of current risk and pricing models, must have a test-driven approach and be excited by the opportunity to understand and solve complex quantitative problems.

Someone with strong knowledge of Quantitative Modelling coupled with the ability to Implement models in production using sophisticated software would be Ideal. Experience quantitative measures of risk and pricing such as XVA, Value at Risk and mathematical modelling would be a bonus!

Key Skills:

  • At least a BS degree in a relevant quantitative field such as maths, physics, computer science or engineering
  • Programming skills in an OO or functional paradigm such as Python, Rust, C++ or Java
  • Excellent knowledge of financial mathematics and modelling.

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