XVA Quant: C++ Modelling Expert | Hybrid London

A leading investment banking firm is seeking an experienced Quantitative Analyst to focus on XVA modelling in London. Candidates should possess strong C++ skills and relevant quantitative analysis experience of 2-8+ years. The role offers a hybrid working model with three days in the office. Successful applicants will engage with various internal teams to develop quantitative solutions for credit risk and collateral topics. The position includes a competitive salary starting at £125,000. #J-18808-Ljbffr