Accessibility Links

XVA Quantitative Risk Analyst

  • Location: London
  • Salary: £75000
  • Job type: Permanent
  • Job reference: 48757
  • Sector: Market Risk, Credit Risk
Job Description

We have a new opportunity working as part of the XVA risk management team of a leading bank. Youwill be working closely with the Front office (Risk, trading, sales) as well as the wider risk and IT teams.


  • Analyse & monitor market and traded credit risk of xVAs. Including:

    • Analyse, explain xVA movements and variations

    •  Monitoring and analysis of market risk of XVA hedging portfolios

    • Adjust P&L

    • Review trades of the XVA desk

  • Reviewing and/or setting up new limit framework, development of new reserve or PV methodologies.

  • Participation in the quantitative impact studies for FRTB.

You will have:

  • Proven computational skills required (R or Python)

  • Strong quantitative background (Market or Counterparty Risk)

  • Strong knowledge of derivative products

  • Knowledge of XVA

  • Able to interact in a fast pace environment with the Front Office.

Similar jobs
Model Validation Analyst
  • Location Manchester
  • Salary £40000
  • Job type Permanent
  • Sector Banking, Credit Risk
  • Description A Leading Bank is growing it's Validation Team and is seeking multiple analysts in Manchester.
Model Validation Senior Manager
  • Location Manchester
  • Salary £90,000
  • Job type Permanent
  • Sector Banking, Credit Risk, Data/Analytics
  • Description A Leading Bank is currently seeking a Senior Manager as part of their Company-Wide Validation.
Quantitative Risk Analyst
  • Location London
  • Salary None specified
  • Job type Permanent
  • Sector Market Risk, Pricing
  • Description A Quantitative Risk Opportunity within the 1st line working close to Traders and Portfolio Managers, looking at Risk and building stock picking models and multi factor models.
Related news