- Company Name
- Hawksworth
- Job Title
- Quantitative Analyst (Associate level)- XVA, C++, Modelling - Up to £110k + Bonus + Package
- Job Description
-
Job Title: Quantitative Analyst (Associate – XVA, C++ Modelling)
Role Summary:
Provide quantitative modeling and tool development for XVA, collateral, and credit risk within a research team. Engage with front‑office, risk, and IT stakeholders to support trading and risk management activities.
Expectations:
• Minimum 2 years of professional experience as a quantitative analyst.
• Strong programming proficiency in C++ (primary) with additional SQL, C#, VBA, XML, and XSLT skills.
• Ability to design, implement, and maintain pricing models and mathematical tools for collateral and XVA activities.
• Solid understanding of numerical methods (Monte Carlo simulation, optimization algorithms, etc.).
• Preferably experienced in front‑office quant roles (XVA, FX, equities) with demonstrable XVA modeling expertise.
• Knowledge of machine learning techniques considered advantageous.
• Excellent analytical, problem‑solving, and communication skills.
Key Responsibilities:
- Develop and implement collateral management tools (IMVA‑CCP, SIMM).
- Design and execute XVA‑linked pricing models and associated mathematical frameworks.
- Collaborate with trading, risk, and IT teams to gather requirements, integrate solutions, and troubleshoot model performance.
- Validate and back‑test models, ensuring compliance with internal and external regulations.
- Maintain documentation and provide training or support to end‑users.
Required Skills:
- C++ programming (high proficiency).
- SQL, C#, VBA, XML, XSLT.
- Numerical methods: Monte Carlo, optimization, stochastic calculus.
- Quantitative modeling of XVA, collateral, and credit risk.
- Front‑office exposure (FX, equities, derivatives) preferred.
- Strong analytical, problem‑solving, and communication capabilities.
Required Education & Certifications:
- Bachelor’s or Master’s degree in Finance, Mathematics, Statistics, Applied Physics, Computer Science, or related quantitative field.
- Relevant professional certifications (e.g., CFA, FRM, PRM) are a plus.