2 of 2 Credit Derivative Jobs

Location: London - Bishopgate 2/3 days per week/the rest WFH Duration: 6 months rolling contract Summary The candidate will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team: is to produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team … XVA pricing and modelling Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM Collateral desk for discounting, SIMM and IMVA with CCPs Trading and Risk Management for Credit derivatives. The quant team closely works with the business to study and assess the models' behaviour and performance. It also plays a significant role in several strategic XVA and More ❯

Location: London - Bishopgate 2/3 days per week/the rest WFH Duration: 6 months rolling contract Summary The candidate will be sitting within the XVACCR, Collateral & Credit Quantitative Research. The mandate of the quant team: is to produce quantitative modelling and innovative solutions for XVA, Counterpart Risk, Collateral and Credit topics. The quant team … XVA pricing and modelling Risk department for Internal & Regulatory CCR, Accounting XVA, and SIMM Collateral desk for discounting, SIMM and IMVA with CCPs Trading and Risk Management for Credit derivatives. The quant team closely works with the business to study and assess the models' behaviour and performance. It also plays a significant role in several strategic XVA and More ❯