Skills

Communication Python C# VBA SQL Problem-solving Research Programming C++

Job Specifications

Our Global Investment Bank client is seeking a Quant Analyst to join its XVACCR, Collateral & Credit Quantitative Research team on a permanent basis.
Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable.
This role is ideal for candidates with strong implementation skills and a modelling profile, who are looking to make a significant impact within a global investment bank.
Day-to-day of the role:
Design and implement pricing models and analytical tools for collateral management (IMVA-CCP, SIMM) and XVA-linked activities.
Collaborate with Trading, Risk, and IT teams to deliver robust solutions.
Contribute to strategic projects including XVA VaR, SACCR, FRTB-CVA, and RWA optimization.
Enhance and maintain XVA libraries and platforms.
Support system migrations and platform development for CCP and EMIR Initial Margin.
Regularly interact with a broad scope of internal clients, including XVA and Scarce Resources desk, Risk department, and Collateral desk.
Study and assess the models' behaviour and performance in close collaboration with the business.
Participate in the development of the Collateral management platform and various Front Office and Risk systems migration projects.
Required Skills & Qualifications:
Front Office experience in a financial institution.
Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable.
Solid foundation in numerical methods, including Monte Carlo simulations and optimization algorithms.
Experience with distributed computing & inter-process communication.
Proficiency in multi-threaded programming.
Familiarity with Microsoft Office, VC++, VBA, SQL, Access, Oracle.
Knowledge of web technologies such as XML, XSLT.
Analytical mindset with creative problem-solving abilities.
Self-motivated, results-driven, and adaptable to new technologies.
Excellent communication skills.
Benefits:
Competitive salary.
Hybrid working model allowing flexibility.
Opportunities for professional growth and involvement in strategic projects.
Access to cutting-edge technology and tools.
To apply for this Quant Analyst position, please submit your CV and cover letter detailing your relevant experience and why you are interested in this role.

About the Company

Established in 1995, Reed Talent Solutions can enable you to access and unlock the talent your organisation needs to grow and succeed in an ever-changing world. As a leading contingent and permanent workforce solutions provider, we can give you access to the entire talent ecosystem, and unrivalled direct access to professionals. We offer a range of talent solutions, from recruitment process outsourcing, to managed service programmes, statement of work and talent advisory, that can be matched to suit the unique requirements o... Know more