Quantitative Trading & Research - Portfolio - Associate or Vice President
Summary
Build and deploy quantitative models for XVA, margin, and counterparty credit risk in Python/C++, partnering with traders and risk teams to improve pricing and risk management.
We’re seeking a highly motivated Associate or Vice President to join our Quantitative Trading & Research (QTR) team in London. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.
Job Summary:
As an Associate or Vice President on the Quantitative Trading & Research team, you will partner closely with both XVA trading and Counterparty Credit risk. You will help in developing of quantitative models to enhance pricing and risk management.
Job responsibilities
Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.
Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.
Own end-to-end delivery with Technology on implementation, testing and deployment.
Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.
Required qualification, capabilities, and skills
Advanced degree in a quantitative field (or Bachelor’s with relevant experience).
Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches.
Strong programming in Python and/or C++.
Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment.
Preferred qualification, capabilities, and skills
Agentic AI and data pipeline/processing experience a plus.
Product development lifecycle experience a plus.