Quantitative Analyst CIB - H/F

About the role

Design and document pricing models and tools for XVA calculations, including sensitivities, risk-factor diffusion models, instrument reference data, and calculation environments. Support trading, IT, and risk teams; validate and monitor solutions; prepare regulatory documentation; and lead operational deployment and risk approval of new components. The role requires 10 to 15 years of confirmed front-office quantitative analysis experience, expert knowledge of stochastic calculus and numerical methods, and advanced expertise in valuing complex financial instruments. Candidates should be proficient in C#, C++, and SQL, and able to produce rigorous documentation, solve complex mathematical problems, and lead large-scale technical projects.