2270 IT & Software Developer jobs in the UK

Teksystems jobs

XVA Quant Analyst

£40,000 - 70,000
Old Street 211, London
£40,000 - 70,000
Company Size icon
Company Size
5k+
Company Type icon
Company Type
Services
Exp Level icon
Exp Level
Regular
Job Type icon
Job Type
Full-Time
Language icon
Language
English
Visa sponsorship icon
Visa sponsorship
No

Requirements

Must:
### - Strong experience in production library development using C# or C++. - A solid understanding of mathematical finance. - Excellent attention to detail and accuracy. ###

Technologies

ARM
C#
Quant
XP

Responsibilities

In this role, you will support our trading activities, model development, and production as a member of the Front Office XVA team. You will assist traders, Product Control, and Model Validation while developing and extending XVA features in our XVA library. Your responsibilities will also include creating new tools and systems to support XVA, EME, and the bank. You will maintain and enhance XVA-related models and support XVA BAU systems, which includes trader tools, batches, and intra-day systems. This role requires on-call production support overnight, on a rotation basis. ###

Description


You will work across both the banks banking arm and its securities business under a dual-hat arrangement. This means you will act and make decisions on behalf of both entities with the same authority and remit, regardless of which organization employs you. We are looking for a dedicated individual who thrives in a dynamic environment and is ready to contribute to our teams success.
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