Quantitative Analyst - C++, xVA
One of my large financial services clients are currently looking for a Quantitative Analyst; someone who is is a specialist in performing a variety of highly technical support and development tasks pertaining to the valuation (including xVAs) and risk management of derivatives and complex financial products. This includes providing quantitative analysis as well as designing, implementing and maintaining pricing tools and libraries developed in C++
Due to the nature of the role, you must have the following experience to be considered.
- Must be an SME in implementing financial models in C++ specifically (or Python and SQL)
- Great working knowledge and understanding of xVA
- Should have a Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, CVA/DVA, FVA, etc.)
Eames Consulting is acting as an Employment Agency in relation to this vacancy.