Quantitative Analyst

Description

We are currently supporting a leading investment bank within their XVA, Collateral & Credit Quantitative Research team. This team sits very close to the Front Office and plays a key role in building pricing models and quantitative tools used across trading and risk.

This is a highly technical role focused on developing models and solutions across XVA, counterparty risk, and collateral modelling, while also contributing to key regulatory initiatives such as SA-CCR and FRTB-CVA.

You’ll be working closely with Front Office traders, Risk, and Technology teams, helping to enhance and optimise the bank’s pricing platforms and quantitative libraries. The work is high impact and directly linked to trading and risk management decisions.

Key responsibilities include:

• Developing pricing models and quantitative tools for XVA and collateral

• Working on counterparty risk and credit-related modelling

• Enhancing and optimising existing quant platforms and libraries

• Supporting regulatory and strategic initiatives across risk and capital

• Collaborating with Front Office, Risk, and IT stakeholders

•

Experience required for this position:

1. Strong programming skills in C++ (essential) and SQL

2. Proven Experience in quantitative modelling

3. Exposure to XVA, counterparty risk, collateral, or credit derivatives (highly desirable)

4. Strong analytical and problem-solving skills

5. Ability to work in a front-office-facing environment

Skills

• java
• kotlin
• Python
• xva
• risk

Job Title: Quantitative Analyst

Location: London, UK

Rate/Salary: 600.00 - 800.00 GBP Daily

Job Type: Contract

Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.

To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to https://www.allegisgroup.com/en-gb/privacy-notices.

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at https://www.allegisgroup.com/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield.