Job Specifications
Description
Main Purpose of Role:
Front Office XVA team member to support trading, model development, and production.
Support traders, Product Control, and Model Validation.
Develop and extend XVA features in the XVA library.
Develop new tools and systems in support of XVA, EME, and the bank.
Develop and extend XVA, and related, models.
Support XVA BAU systems (trader tools, batches, and intra-day systems), including on-call production support overnight, on rotation.
Key Responsibilities:
In this role, you will be responsible for XVA and related work across the bank's banking arm and securities business under a dual-hat arrangement. Under this arrangement, you will act and make decisions on behalf of both the bank and the securities business, subject to the same remit and level of authority, and irrespective of the entity which employs you.
Skills and XP:
Essential
Production library development (C# or C++).
and Mathematical finance.
Personal Requirements:
Excellent attention to detail and accuracy.
Skills
C++ OR C#
XVA
Mathematics
Job Title: XVA Quant Analyst
Location: London, UK
Job Type: Contract
Trading as TEKsystems. Allegis Group Limited, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at our website.
To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go our website.
We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice on our website for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield.
About the Company
We’re TEKsystems. We accelerate business transformation by solving complex technology, business and talent challenges—across the globe. We partner with 80% of the Fortune 500 to create solutions that enable them to capitalize on change. TEKsystems is an Allegis Group company.
Know more