VP / Director XVA Front Office Quant Analyst
The successful candidate will be instrumental in the XVA modeling team and will be expected to initiate and introduce state of the art changes to XVA models and platform.
- Key member of the XVA / CVA team
- Innovate and develop the XVA models and enhance the platform.
- Project manage the integration of models on to the existing platform.
- Face off to traders, risk management, and other stakeholders.
- Responsibility for mathematical decision making on the XVA models.
- Delivering XVA projects and working with project managers.
Skills and Experience
- Excellent understanding of XVA / CVA Models.
- Strong C++ / C# programming skills.
- Previous managerial experience.
- Strong communication skills.
- High motivation.
- Strong collaborative mindset.