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XVA Quant Analyst (Director), Tier-1 US Investment Bank
Director / Senior VP XVA Quantitative Strategist, Tier 1 American Investment Bank A Tier-1 US Bank is looking for a hands-on senior candidate to act as a team lead for their XVA quant analytics group. This individual will have potential to either lead a team or work as an individual contributor. The bank have ambitious plans to completely revamp the way in which they model XVA, and as a result there are a number of complex greenfield projects to work on. The individual will have a lot of autonomy on the approach to modelling, and will be expected to work very closely with the trading teams. Responsibilities: From-scratch design and implementation of the new XVA engine (Brainstorming, Modelling, prototyping, implementation).
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