My Client is embarking on a large project to upgrade our XVA analytics to handle new business and regulatory requirements. They are looking for a highly capable and motivated person to help in this challenging and exciting project.
Key accountabilities:
- Develop XVA analytics in C++ which are performant, scalable, robust and extendible
- Contribute to the design of next-generation XVA analytics and the interaction with the IT risk platform
- Support FO and IT users of our analytic
- Stakeholder management and leadership
- Good project management skills; ability to work and deliver within tight deadlines.
- Strong interpersonal skills, ability to interact with traders/ IT/quants, a team player.
- Ability to work well in a fast-paced environment with changing priorities.
Key skillset:
- Strong quantitative & analytical skills
- The role requires a strong quantitative modelling background based on a PhD or Masters Degree (or equivalent) in a quantitative discipline such as Math, Science, Economics, Engineering, Quantitative/Math Finance, etc.
- Track record of project delivery, encompassing the full project lifecycle from design, implementation, testing and documentation.
- Experience in delivering production quality code, including use of source control, continuous integration, unit and regression testing.
- Experience modelling in XVA/CCR/interest/rates/FX/inflation/commodities/equity
If you are interested in this role please apply below or contact me for more information.
