Front Office XVA Quant VP

Company: Barclay Simpson
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Job Description:

Our client, a global investment bank in London, is looking to speak with interesting candidates who can bring new perspectives and broaden the scope of their Front Office XVA team.

They are particularly keen to connect with individuals who have strong mathematical and technical skills, along with front office experience—and particularly someone with counterparty credit risk experience.

Recent investment in a state-of-the-art analytics library means the team is accelerating new business functionality and developing next-generation XVA analytics; and are looking for a highly motivated person to be apart of this exciting project.

This role provides direct desk support with a focus on model development and design of future analytics solutions. You’ll also offer front office support and ensure thorough model documentation.

Key responsibilities include:

  • Developing analytics in C++ and Python
  • Contributing to model design and implementation
  • Supporting the Counterparty Risk Trading desk
  • Producing clear documentation

Ideal candidates will have:

  • Excellent analytical and numerical skills
  • Solid experience coding in C++ or a similar language
  • Front office exposure (any asset class)
  • Strong communication and problem-solving abilities

Desirable:

  • Experience in quantitative modelling (XVA, CCR, rates, FX, inflation, equities) and/or Python programming

If you’re interested in a hands-on, front office quant role where your ideas and technical skills will have real impact, please get in touch for a confidential conversation.

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Posted: April 15th, 2026