Front Office XVA Quant - SCIB
Core
Develop, enhance, and maintain pricing libraries across all asset classes for trading desks, focusing on mathematical modeling and software development for XVA, Rates, and Hybrids.
Role type
Front Office XVA Quantitative Developer
Builds
Pricing, risk-management, and market-making tools for trading desks
Domain
Financial Services / Quantitative Finance / Derivatives
Deliverable
production ML models | product features
Required skills
Python, C++, fixed income derivatives, options pricing theory, quantitative modeling, probability theory, software development, mathematical modeling
Preferred skills
MSc or PhD in Engineering/Physics/Mathematics, Spanish language proficiency
Technologies
Python, C++
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