Responsibilities

Design and implement pricing models and analytical tools for: Collateral management (IMVA-CCP, SIMM), XVA-linked activities.Collaborate with Trading, Risk, and IT teams to deliver robust solutions.Contribute to strategic projects including XVAVaR, SACCR, FRTB-CVA, and RWA optimization.Enhance and maintain XVA libraries and platforms.Support system migrations and platform development for CCP and EMIR Initial Margin.What We’re Looking For

Front office experience.Strong programming skills: C++, SQL, C#, VBA. Python would also be desirable.Solid foundation in numerical methods: Monte Carlo simulations, optimization algorithms.Experience with: Distributed computing and inter-process communication; multi-threaded programming.Microsoft Office, VC++, VBA SQL, Access, Oracle.Web technologies: XML, XSLT.Analytical mindset with creative problem-solving abilities.Self-motivated, results-driven, and adaptable to new technologies.Excellent communication skills.If you have suitable skills and experience for this role, apply now and we’ll be in touch.

#J-18808-Ljbffr