Quantitative Analyst/Developer - United Kingdom - Hybrid - XVA BAU- CVA - C# - C++ - Front Office - FOS QRD - Rates - Modelling - CSA - Pricing - Asset classes
One of the world's leading financial groups is looking for a Quantitative Analyst/Developer where you will have the unique opportunity to make great contributions to support the trading, sales and risk departments across all asset classes.
- As a quant analyst will be supporting XVA BAU systems (batch and trader tools), as well as interacting with traders and IT on your day to day activities
- You would be required to respond to business requests for enhancement, as well as developing new features within the state and provide meaningful support
- As a quantitative analyst you will collaborate in the design and development of new XVA feature in the XVA engine, and the upstream, and downstream systems including data preparation.
- The ideal candidate will have experience in the development of a front office position using C++ or C#
- As a quantitative analyst you will need to be able to understand details of derivative contract terms, derivative pricing models and CSA terms.
- The desired candidate should have a proficient mathematical finance understanding, particularly around rates and credit models.
- Experience of XVA
- State of the art equipment
- Supportive environment
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
£600.00 - £700.00 per year