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Job Location | London |
Education | Not Mentioned |
Salary | Competitive salary |
Industry | Not Mentioned |
Functional Area | Not Mentioned |
Job Type | Permanent, full-time |
Description:Job Title: Collateral & XVA Quantitative Analyst Location: London Responsibilities: Develop quantitative models and innovative solutions for XVA, Counterpart Risk, Collateral, and Credit topics. Collaborate with internal clients, including XVA desks, Riskdepartments, Collateral desks, and Trading/Risk Management teams. Assess model behavior and performance, contributing to strategic XVA and RWA projects. Build and enhance XVA libraries and platforms to implement regulatory changes. Participate in developingthe Collateral management platform for CCP and EMIR Initial Margin. Support XVA and Scarce Resources Management and Collateral Management functions. Key Requirements: Strong technical skills (C++, multi-threading, SQL databases, familiarity with Linux). Experiencein quantitative finance, particularly XVA and equities. Effective communication and ability to work in a team. Legal and regulatory compliance awareness.Skills: