Quantitative Analyst

A global is currently recruiting for a Quant Analyst to join their XVACCR, Collateral & Credit Quantitative Research team for an initial 6 month contract with scope to extend.

Based in Liverpool Street, this role will be on a day rate of £870 inside IR35 and the eligible candidate will be offered hybrid working of 3 days office attendance per week.

They are looking for a strong Quant with good modelling knowledge. Experience with C++ and Python are essential for this post; C# is desirable but not essential.

Role

They regularly interact with a broad scope of internal clients:

• XVA and Scarce Resources desk for XVA pricing and modelling
• Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM
• Collateral desk for discounting, SIMM and IMVA with CCPs

The team works closely with the business to study and assess the models’ behaviour and performance. They play a significant role in several strategic XVA and RWA projects by producing computational blocks using cutting‑edge modelling and implementation techniques to ensure the bank can cope with the increasing list of regulatory measures (XVAVaR, SACCR, FRTB-CVA…) and metrics needed to manage XVA reserves properly (Optimisation modules, Sensitivities with AAD, Machine Learning).

They continuously build and upgrade XVA libraries and platforms to implement regulatory changes in an optimised architecture. The team is also actively participating in developing the Collateral management platform for CCP and EMIR Initial Margin and working on various FO and Risk systems migration projects.

Key Responsibilities

• Design and implement pricing models and analytical tools for XVA-linked activities
• Collaborate with Trading, Risk, and IT teams to deliver robust solutions
• Contribute to strategic projects including XVAVaR, SACCR, FRTB-CVA, and RWA optimisation
• Enhance and maintain XVA libraries and platforms
• Support system migrations and platform development for CCP and EMIR Initial Margin

What We’re Looking For

• Front‑office experience
• Strong programming skills: C++, Python, SQL, VBA; C# would also be desirable
• Solid foundation in numerical methods: Monte‑Carlo simulations, optimisation algorithms
• Experience with distributed computing and inter‑process communication
• Experience with multi‑threaded programming
• Proficiency with Microsoft Office, SQL, Access, Oracle
• Knowledge of web technologies: XML, XSLT
• Analytical mindset with creative problem‑solving abilities
• Self‑motivated, results‑driven, and adaptable to new technologies

If you have suitable skills and experience for this role, apply now and we’ll be in touch.

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