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An investment bank in the City are looking for an experience Quant Analyst to join their Front Office XVA Quant team responsible for pricing and risk management.
The individual will be responsible for the design, development and maintenance of the quantitative library and require deep understanding of mathematical models as well as the ability to make high level architectural decisions.
The individual must have the below skills;
Front Office Experience
Experience within XVA (CVA, FVA)
Experience within PFE (Potential Future Exposure)
Experience with Monte Carlo engine on a CPU/GPU grid
Background in Mathematical Finance
Only candidate meeting all of the requirements above will be considered for this role.