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Quant Strat

Employer
Anson McCade
Location
London
Salary
£100000 - £130000 per annum
Closing date
12 Oct 2021

View more

Clearance Level
None / Undisclosed
Sector
Banking
Job Type
Permanent

Job Details

Counterparty Risk/XVA Strat - VP level

London

This group combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming for Front Office pricing and risk management.

The group is responsible for building systems used to price credit risk, capital measures and initial margin into trades and uses a range of approaches to improve risk adjusted profitability including measuring and presenting counterparty credit (and other) risks so that macro management decisions can be made and exposures managed actively.

Key Responsibilities:

  • Responsible for developing functionality within the Bank's analytics platform to calculate XVA related metrics
  • Responsible for expanding automated pre-deal pricing capabilities for funding and capital-based pricing
  • Improve the automation of all Profit and Loss (P&L) processes and existing risk processes and enable appropriate controls
  • Responsible for working closely with Traders, Risk, Treasury, Finance, Quants and other stakeholders to understand requirements

Requirements:

  • Educated in quantitative subject
  • Quantitative grid computing and programming (coding) skills and experience within a financial services environment, utilizing programming languages such as C++ and Python.
  • Good understanding of pricing and risk of derivative products across Credit, Rates and Foreign exchange (FX)
  • Preferable to have experience of XVA related metrics
  • The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills

Company

Anson McCade Ltd is an established and well-respected IT & Capital Markets recruitment agency based in the City of London.

We are a specialist consultancy focusing on senior IT and Banking mandates for major, global management consultancies and financial institutions whose primary focus is to provide and maintain a consistently high quality of service to our Clients through a mutually beneficial working partnership.

IT Industry Sectors: Tier 1 Management Consultancies, Global Banking & Financial Services, Hedge Funds and Asset Management, Major Systems Integrators, Utilities, Retail.
 

Primary Geographical Areas: UK, Germany, Switzerland, Benelux, France.

Many of our roles require Security Clearance so we are always keen to hear from candidates who have, or are eligible for security clearance.

Company info
Telephone
020 7770 6700
Location
75 Farringdon Road
London
London
EC1M 3JY
United Kingdom

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