Quantitative Strategist – Credit Risk And Capital Strats

Akamai

London, United Kingdom
Hybrid
X-value adjustment (xva) calculations
Programming skills in c++ and python
Experience in financial services environment
You will work on designing and implementing large scale calculations of X-Value Adjustment measures for the cross-asset derivative portfolio of the Investment Bank

Job Summary

  • You will work on designing and implementing large scale calculations of X-Value Adjustment measures for the cross-asset derivative portfolio of the Investment Bank.
  • The role involves supporting business requests and expanding pre-deal pricing capabilities for Trading, Sales, and Structuring globally.
  • A healthy, engaged, and well-supported workforce are better equipped to do their best work and enjoy their lives inside and outside the workplace.

Matching Summary

You will work on designing and implementing large scale calculations of X-Value Adjustment measures for the cross-asset derivative portfolio of the Investment Bank.

Skills & Requirements

Must-have

  • X-Value Adjustment (XVA) calculations
  • Programming skills in C++ and Python
  • Experience in financial services environment

Nice-to-have

  • Collaboration with various teams
  • Experience on a XVA or Exotics trading desk
  • Strong interpersonal skills

Key Requirements

  • Masters degree or PhD in quantitative subject
  • Strong understanding of derivative products
  • Work experience as a quant developer

Work Rights

Not specified

Tailored Resume

Cover Letter