2 of 2 Credit Derivative Jobs in the UK excluding London

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 … 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 ...

Description 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 … 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 ...