WHO WE ARE
Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:
As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.
ABOUT THE PROJECT
As part of the IBOR Transition currently led by this British Investment Bank, Quanteam UK is delivering Quantitative advisory across all the Quantitative desks. The target of this transition to Risk-Free Rates (RFR) set to end of 2021 is creating a global dynamic to create new products and models as well as a major rethink of the current ones, that this European Bank has actively embraced.
In this context, our client (Head of XVA, Regulatory Capital, Counterparty risk, IRC & Credit Risk Modelling) is currently leading the validation of Risk-CVA models, developed by the Front Office XVA Quantitative desk. In this perspective, Quanteam UK is hiring a Risk Quantitative Analyst, to join this Risk-Model Validation Quant Team, sitting within Counterparty and Credit Risk function, aligned with cross asset Quantitative Team.
Technical environment: The risk models are written in C++ and the validation work is done in Python.