Cross Asset XVA Quantitative Analyst - Assistant Vice President

About the role

Develop and support cross-asset XVA analytics for Markets Front Office using probability theory, financial mathematics, and numerical methods, implementing solutions primarily in C++ and also using Python. Support trading desks and collaborate with quantitative, technology, risk, and control teams to ensure sound governance, risk assessment, and responsible business practices. The role is open to entry-level candidates, while experience in quantitative modeling in financial services—particularly XVA—is valuable. Candidates should have an MSc or PhD in a quantitative subject, knowledge of financial products and quantitative methods such as Monte Carlo simulation, programming skills preferably in C++, and clear communication skills.