Job Description
Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.
Key Responsibilities:
* Develop and enhance features in the Quant/XVA library.
* Build tools and systems to support processes.
* Liaise with Traders daily.
* Model development, implementation and validation.
* Extend XVA, Rates and related models.
* Provide ongoing support for Quant library and XVA systems.
Skills and Experience:
* Proficiency in advanced programming (C# or C++).
* Strong foundation in mathematical finance.
* Strong knowledge of XVA or Rates
Look forward to hearing from you!