Cross Asset XVA Quantitative Analyst - Vice President

About the role

Develop and support cross-asset XVA analytics for Markets Front Office, implementing quantitative models primarily in C++ and using Python for development. Support trading desks, collaborate with MQA and control teams, and help ensure consistent analytics, sound governance, and responsible risk decisions. Candidates should have relevant quantitative modeling experience in financial services, with XVA experience especially valuable, and strong knowledge of financial products and quantitative methods such as Monte Carlo simulation. An MSc or PhD in a quantitative subject, strong programming skills—preferably C++—and clear communication skills are required.