XVA Quant Analyst

Recruiter
Morgan Mckinley Group Ltd
Location
London (Greater)
Posted
10 Jan 2018
Closes
09 Feb 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

XVA Quant Analyst

This role is part of the core front office quant team responsible for XVA pricing and risk
management.

The team develops and supports a Monte Carlo engine on a CPU/GPU grid and uses
advanced algorithms.

Required skills:


- Strong C++
- familiarity with large scale code development (TDD, JIRA, SVN);
- mathematical finance (single or multi-asset class);
- team player;
- ability to work independently
- CUDA experience is desirable but not required.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.


This job was originally posted as www.totaljobs.com/job/78999686