Front Office CVA/LVA Quant Analyst (VP-Director) - Tier 1 Bank

JOB DESCRIPTION

CVA pricing is increasingly becoming a very sort after skill-set within the market. This is a high priority hire within this leading investment bank as they seek to widen coverage on their front office analytics desk. In this role you will support the Fixed Income CVA & LVA team develop Credit Valuation Adjustment and Liquidity Valuation Adjustment techniques through the development and implementation models used for pricing and risk management.

Location: London, UK

Responsibilities:
- Develop and implement front office models used for pricing and risk management of Credit Valuation Adjustment and Liquidity Valuation Adjustment
- Quantitative Research
- As part of CVA team help the complex build out of a new generation of models.
- Interact daily with quant traders in order to maximize model performance.
- Support the fixed income quantitative pricing library and program fluidly in C++.

Required of the candidate:
- Excellent pricing skills and modelling abilities.
- Experience in a front-office Quant Team with experience focusing on CVA/LVA issues is essential
- Demonstrable experience of leading a development project from specification through prototyping, development, testing and deployment.
- In depth understanding of CVA and Fixed Income (would consider those more from FX or Credit side).
- High performance track record and ability to programme in C++.

Qualifications:
- 5+ years front office experience ideally within CVA/LVA desk.
- Strong Computer Science/Mathematics background - PhD level

In return they are offering:
- A huge opportunity to lead and attain significant career progression within the CVA analytics spectrum.
- A large number of evolving projects to get your teeth stuck into.
- Helping to build out an important and relatively new area of business within a Tier 1 bank.
- High Reward - exceptional Remuneration Structure.

This is an immediate hire, interviews are to begin soon and early application is advised. Huxley also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.To find out more about Huxley Associates please visit www.huxley.com