contract
Senior Quantitative Analyst
Bonhill Partners
- Employer
- Bonhill Partners
- Location
- London
- Working pattern
- on-site
About the role
Independently assess and challenge complex pricing and XVA models within an investment banking team. Apply quantitative validation expertise to derivatives pricing, calibration, counterparty credit risk, and exposure modeling. Candidates should have a strong quantitative background and experience in model validation, model development, or quantitative analytics, with knowledge of XVA methodologies and cross-asset derivatives. They should understand derivatives pricing, calibration, Monte Carlo simulation, and counterparty credit risk, and have strong programming skills in Python, C++, or similar languages.