About this role
Salary: £40,000 - 70,000 per year
Requirements: Strong programming skills in C++ and SQLProven experience in quantitative modellingExposure to XVA, counterparty risk, collateral, or credit derivativesStrong analytical and problem-solving skillsAbility to work in a front-office-facing environment Responsibilities: Develop pricing models and quantitative tools for XVA and collateralWork on counterparty risk and credit-related modellingEnhance and optimise existing quantitative platforms and librariesSupport regulatory and strategic initiatives across risk and capitalCollaborate with Front Office, Risk, and IT stakeholders Technologies: SupportSQLJavaKotlinNetworkPythonQuantSecurity More:
We are supporting a leading investment bank within our XVA, Collateral & Credit Quantitative Research team, which sits very close to the Front Office and plays a key role in building pricing models and quantitative tools used across trading and risk. This is a highly technical Quantitative Analyst contract role based in London, focused on developing models and solutions across XVA, counterparty risk, and collateral modelling, while contributing to key regulatory initiatives such as SA-CCR and FRTB-CVA. The work is high impact and directly linked to trading and risk management decisions.
last updated 30 week of 2026