1 of 1 Credit Derivative Jobs in Wiltshire

Quantitative Analyst

Hiring Organisation
Teksystems
Location
Swindon, UK
Employment Type
Full-time
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 ...