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Morgan McKinley

Singapore, Singapore

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OCBC Bank

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OCBC Bank

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Goodman Masson

London, United Kingdom

Morgan McKinley

Singapore, Singapore

eFinancialCareers

London, United Kingdom

Selby Jennings

Singapore, Singapore

University of Pennsylvania

Philadelphia, Pennsylvania

Alexander Ash Consulting

London, United Kingdom

Goodman Masson

London, United Kingdom

HFG

London, United Kingdom

Hays Financial Markets

London, United Kingdom

Morgan McKinley

Singapore, Singapore

Eames Consulting, EA Licence No: 16S8091

Singapore, Singapore

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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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