CCR/XVA Quant Specialist

A tier 1 investment bank are looking for a quantitative analyst to join their counterparty credit risk / XVA team. They are responsible for managing credit, market and operational risk, model risk, independent liquidity risk and insurance.

This is an exciting opportunity with a lot of potential as you will be given a lot of independence and responsibility in a thriving team that have continued to grow in the past few years.

You would be directly involved in the stress testing, pricing, and the of building models in a cross-asset environment where you will have a 360 view of the business.

The ideal candidate will have strong quantitative skills, with past exposure to counterparty credit risk and XVA, and have strong programming skills.

Key skills:

• Experience with counterparty credit risk or XVA
• Strong coding skills, Java, C++, Python
• Good education background