Lead XVA Quant Analyst (Dir / SVP)

Recruiter
Millar Associates
Location
London
Salary
Competitive
Posted
05 Aug 2017
Expires
15 Aug 2017
Contract Type
Permanent

Leading Global Banking Group, London
Front Office Quant Analytics

KEY RESPONSIBILITIES:

  • Leading a team of quants, directing all XVA model and platform development
  • Mathematical decision making on the XVA model strategies
  • Technical decision making regarding the architectural design of the XVA platform
  • Work closely with project managers to deliver XVA related projects
  • Communicate with the trading desks and risk managers
  • Lead the XVA Quant team. Support employee development

ESSENTIAL SKILLS & EXPERIENCE:

  • At least 5 years' experience in a similar front office quantitative role
  • Excellent mathematical understanding of XVA models
  • Advanced programming skills in C++ and / or C#
  • Prior man management experience is advantageous
  • Highly motivated; leadership skills; team player; strong communication skills
  • Experience in large-scale/cloud computing system architecture design is advantageous