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XVA Quant Analyst - 13335419

Employer
Deerfoot IT Resources Limited
Location
UK
Salary
Competitive
Closing date
23 Oct 2021

View more

Sector
Accountancy
Contract Type
Permanent
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XVA Quant Analyst
Investment Banking
Work from home. Much later Central London
Competitive day rates. Long term, initially 6 months

As a long-established preferred IT / technology recruitment partner to this global banking group, we have been asked to assist with the hire of a Quant Analyst with XVA skills. We have in a very small way, assisted just over 100 IT professionals secure roles here over the past decade. Feedback from past placements has genuinely consistently been very good and we absolutely view this organisation to be one of the better banks in terms of working environment.

This role will initially be for six months but has excellent extension prospects. It would be a safe move for someone exiting a perm role into contracting.

XVA Quant Analyst

Skills / Environment
*Solid knowledge XVA.
*Good understanding of Excel as used for pricing tools
*Advanced development skills (C# or C++)
*Experience in front office or model validation

Role Overview
*Support XVA BAU systems, including some on-call and out of hours work
*Develop on XVA pricing system end to end, from batch to library, to pricing tools
*Communicate effectively with multiple stakeholders to deliver XVA systems across multiple entities
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