Quantitative Analyst - XVA Model Validation

A Leading Investment Bank in London are looking to add a Quant professional in their XVA team. The team comprises of bright individuals with MSc/Phds with a lot of industry experience. In this role, you will be responsible for:

Responsibilities:

• Validating Front office derivative pricing models
• Developing models as an alternative to benchmark against Front office models
• Implementation of models in C++

Requirements

• Strong programming experience in C++
• Strong knowledge of Financial Mathematics
• Extensive experience in a Model Validation role or Front office Quant role in XVA or Credit products