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A leading investment bank in Paris is looking to hire an experienced, front-office quant analyst to join their XVA desk. The desk covers the full spectrum of XVA (CVA/FVA etc.) across fixed income & credit products.
The team need a strong communicator, capable of liaising with senior quants & business figures within trading/structuring with a strong mathematical background. Must have a hand's on approach to modeling, with experience in either C++/C#.
An excellent quantitative PhD/MSc/DEA from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics & Probability, Electrical Engineering, Financial Engineering etc.
Direct experience working within XVA
Minimum 4 years' experience within a front-office quant space.
Good computational skills in either C++/C# within a professional environment.