Quantitative Analyst - XVA / Collateral / Credit

Quantitative Analyst - XVA / Collateral / Credit

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 o...