Location and Duration
London, UK – 3 days on site in office
6 months +
Brief
Recruiting for an experienced Quantitative Analyst to join a high‑performing Quant team focused on XVA, Counterparty, Risk, Collateral, and Credit modelling.
You’ll work closely with Trading, Risk, and Technology to deliver pricing models and strategic analytics whilst contributing to cutting‑edge regulatory and optimisation initiatives across XVA and RWA.
Key Responsibilities
- Develop and enhance pricing models and analytics for XVA and collateral (IMVA, SIMM, CCP exposure)
- Build mathematical and computational tools supporting front office and risk functions
- Partner with trading desks, risk teams, and IT to implement and optimise models
- Contribute to strategic projects including:
- Regulatory frameworks (e.g. SA‑CCR, FRTB‑CVA)
- XVA optimisation and sensitivities (AAD, ML techniques)
- Support development of quant libraries and scalable platform architecture
- Assist in system migrations and collateral platform development
Technical Skills
- Solid understanding of numerical methods:
- Monte Carlo simulations
- Optimisation techniques
- Experience with:
- Multi-threading and distributed computing
- Databases (SQL/Oracle/Access)
- XML/XSLT and Microsoft development tools
Experience
- Exposure to XVA, counterparty risk, or RWA optimisation
- Experience working with complex financial models in a front office or risk environment
Education
- Degree (Masters preferred) in Mathematics, Engineering, Computer Science, or similar
Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers.
#J-18808-Ljbffr”, “datePosted”: “2026-05-18”, “hiringOrganization”: { “@type”: “Organization”, “name”: “Akkodis”, “sameAs”: “https://uk.whatjobs.com/pub_api__cpl__435631229__4861?utm_campaign=publisher&utm_medium=api&utm_source=4861&geoID=33” }, “jobLocation”: { “@type”: “Place”, “address”: { “@type”: “PostalAddress”, “addressLocality”: “London” } } }Location and Duration
London, UK – 3 days on site in office
6 months +
Brief
Recruiting for an experienced Quantitative Analyst to join a high‑performing Quant team focused on XVA, Counterparty, Risk, Collateral, and Credit modelling.
You’ll work closely with Trading, Risk, and Technology to deliver pricing models and strategic analytics whilst contributing to cutting‑edge regulatory and optimisation initiatives across XVA and RWA.
Key Responsibilities
- Develop and enhance pricing models and analytics for XVA and collateral (IMVA, SIMM, CCP exposure)
- Build mathematical and computational tools supporting front office and risk functions
- Partner with trading desks, risk teams, and IT to implement and optimise models
- Contribute to strategic projects including:
- Regulatory frameworks (e.g. SA‑CCR, FRTB‑CVA)
- XVA optimisation and sensitivities (AAD, ML techniques)
- Support development of quant libraries and scalable platform architecture
- Assist in system migrations and collateral platform development
Technical Skills
- Solid understanding of numerical methods:
- Monte Carlo simulations
- Optimisation techniques
- Experience with:
- Multi-threading and distributed computing
- Databases (SQL/Oracle/Access)
- XML/XSLT and Microsoft development tools
Experience
- Exposure to XVA, counterparty risk, or RWA optimisation
- Experience working with complex financial models in a front office or risk environment
Education
- Degree (Masters preferred) in Mathematics, Engineering, Computer Science, or similar
Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers.
#J-18808-Ljbffr…