Quantitative Analyst | XVA, Counterparty Risk | Investment Bank

Quantitative Analyst | XVA, Counterparty Risk | Global Investment BankLondon | £750 - 850 per day (via Umbrella)C++, Python, Quant Modelling, XVA, Counterparty Risk, SQL, Monte CarloThe Role:A leading investment banking business is looking for a Quantitative Analyst to join a Front Office aligned quantitative research team focused on XVA, counterparty risk and collateral modelling.The role sits within a specialist quant function responsible for developing pricing models, analytical libraries and quantitative tooling used across trading, risk and collateral management. You''ll be involved in both model development and strategic platform initiatives, working closely with Front Office stakeholders on some of the firm''s most commercially important regulatory and valuation challenges.What You Will Be Doing:* Develop and enhance quantitative models supporting XVA, exposure and collateral-related activities* Build pricing and analytical components used by trading, risk and quantitative research teams* Contribute to strategic initiatives covering valuation, capital and regulatory change programmes* Design high-performance quantitative solutions with a focus on scalability and computational efficiency* Partner with traders, risk specialists and technology teams to implement production-ready analytics* Support the ongoing evolution of valuation and collateral platforms across Front Office and risk functionsWhat You Bring:* Strong quantitative development skills, particularly in C++ ..... full job details .....