Quantitative Analyst - XVA / Collateral / Credit London, UK - 3 days on site in office6 months + BriefRecruiting for an experienced Quantitative Analyst to join a high-performing Quant team focused on XVA, Counterparty, Risk, Collateral, and Credit modelling.You''ll work closely with Trading, Risk, and Technology to deliver pricing models and strategic analytics whilst contributing to cutting-edge regulatory and optimisation initiatives across XVA and RWA.Key ResponsibilitiesDevelop and enhance pricing models and analytics for XVA and collateral (IMVA, SIMM, CCP exposure)Build mathematical and computational tools supporting front office and risk functionsPartner with trading desks, risk teams, and IT to implement and optimise modelsContribute to strategic projects including:Regulatory frameworks (e.g. SA-CCR, FRTB-CVA)XVA optimisation and sensitivities (AAD, ML techniques)Support development of quant libraries and scalable platform architectureAssist in system migrations and collateral platform developmentTechnical SkillsStrong programming skills (e.g. C++, SQL, C#, VBA)Solid understanding of numerical methods:Monte Carlo simulationsOptimisation techniquesExperience with:Multi-threading and distributed computingDatabases (SQL/Oracle/Access)XML/XSLT and Microsoft development toolsExperienceExposure to XVA, counterparty risk, or RWA optimisationExperience working with complex financial models in a front office or risk environmentEducationDegree (Masters preferred) in ..... full job details .....