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 optimisation and sensitivities (AAD, ML techniques)
• Support development of quant libraries and scalable platform architecture
• Assist in system migrations and collateral platform development

Technical Skills

• Strong programming skills (e.g. C++, SQL, C#, VBA)
• Solid understanding of numerical methods:
  • Monte Carlo simulations
  • Optimisation techniques
• Experience with:
  • Multi-threading and distributed computing
  • Databases (SQL/Oracle/Access)
  • XML/XSLT and Microsoft development tools

Experience

• Exposure to XVA, counterparty risk, or RWA optimisation
• Experience working with complex financial models in a front office or risk environment

Education

• Degree (Masters preferred) in Mathematics, Engineering, Computer Science, or similar

Modis International Ltd acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers in the UK. Modis Europe Ltd provide a variety of international solutions that connect clients to the best talent in the world. For all positions based in Switzerland, Modis Europe Ltd works with its licensed Swiss partner Accurity GmbH to ensure that candidate applications are handled in accordance with Swiss law.

Both Modis International Ltd and Modis Europe Ltd are Equal Opportunities Employers.

By applying for this role your details will be submitted to Modis International Ltd and/ or Modis Europe Ltd. Our Candidate Privacy Information Statement which explains how we will use your information is available on the Modis website.