Quantitative Analyst

Bonhill Partners are currently supporting a Global Investment Bank in their search for a Quantitative Analyst to join their Front Office XVA team. This is an opportunity to play a key role in valuation adjustments and regulatory initiatives, supporting trading and risk departments globally.Key Responsibilities:Model development, implementation and validation.Develop and enhance features in the Quant/XVA library.Build tools and systems to support processes.Liaise with Traders daily.Extend XVA, Rates and related models.Provide ongoing support for Quant library and XVA systems.Skills and Experience:2 - 10 years experienceQuantitative Finance related degree - Mathematics, Physics, or similar. Proficiency in advanced programming (C# or C++).Strong foundation in mathematical finance - Stochastic Calculus, Monte Carlo Simulation etc.Strong knowledge of XVA or Rates.This will be a 6 month rolling contract. Look forward to hearing from you!