Assoc/VP XVA Quant
A top-tier global investment bank is actively growing its front-office XVA function and is hiring two Quantitative Strategists at the Associate/VP level for its New York team. This is a rare opportunity to be part of a strategic buildout that sits at the intersection of trading, risk, and technology.
In this role, you'll be embedded on the trading floor, developing and enhancing analytics that drive pricing, counterparty risk management, and capital allocation across complex derivatives portfolios. The ideal candidate combines strong technical skills with a commercial mindset and thrives in a fast-paced, trader-facing environment.
Key Responsibilities:
Develop and implement front-office models for XVA (CVA, FVA, KVA, MVA) across interest rates, FX, and credit products.
Build scalable tools and simulation engines for pricing, risk measurement, and regulatory capital optimization.
Work closely with traders to understand desk needs and deliver real-time analytical solutions.
Write production-level code in C++ and Python as part of the team's core quant platform.
Support model validation, PnL explain, and stress testing in coordination with risk and regulatory teams.
Ideal Background:
2-6 years of quantitative experience within a bank, hedge fund, or proprietary trading desk.
Deep understanding of derivative pricing, credit/funding adjustments, and exposure modeling.
Strong programming expertise in C++ (Python a plus); experience with large-scale analytics systems.
Advanced degree (MSc/PhD) in Quantitative Finance, Applied Math, Physics, or similar.
Proven ability to work directly with trading desks, handling complex risk and pricing issues in real time.
If you're ready to take on a high-impact quant role that offers real visibility and influence on trading decisions-apply today!
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