Quantitative Analyst

Salary: £40,000 - 70,000 per year

Requirements:

• Strong programming skills in C++ and SQL
• Proven experience in quantitative modelling
• Exposure to XVA, counterparty risk, collateral, or credit derivatives
• Strong analytical and problem-solving skills
• Ability to work in a front-office-facing environment

Responsibilities:

• Develop pricing models and quantitative tools for XVA and collateral
• Work on counterparty risk and credit-related modelling
• Enhance and optimise existing quantitative platforms and libraries
• Support regulatory and strategic initiatives across risk and capital
• Collaborate with Front Office, Risk, and IT stakeholders

Technologies:

• Support
• SQL
• Java
• Kotlin
• Network
• Python
• Quant
• Security

More:

We are supporting a leading investment bank within our XVA, Collateral & Credit Quantitative Research team, which sits very close to the Front Office and plays a key role in building pricing models and quantitative tools used across trading and risk. This is a highly technical Quantitative Analyst contract role based in London, focused on developing models and solutions across XVA, counterparty risk, and collateral modelling, while contributing to key regulatory initiatives such as SA-CCR and FRTB-CVA. The work is high impact and directly linked to trading and risk management decisions.

last updated 30 week of 2026