XVA Quantitative Analyst - VP level - Tier One Investment Bank, Paris, France

  • €60k - 90k per year + strong bonus
  • Paris, Île-de-France, France
  • CDI, Plein-temps
  • GQR Global Markets
  • 26 juin 17

A leading investment bank in Paris is looking to hire an experienced, front-office quant analyst to join their XVA desk. The desk covers the full spectrum of XVA (CVA/FVA etc.) across fixed income & credit products.

A leading investment bank in Paris is looking to hire an experienced, front-office quant analyst to join their XVA desk. The desk covers the full spectrum of XVA (CVA/FVA etc.) across fixed income & credit products.

The team need a strong communicator, capable of liaising with senior quants & business figures within trading/structuring with a strong mathematical background. Must have a hand's on approach to modeling, with experience in either C++/C#. 

 

Requirements:

  • An excellent quantitative PhD/MSc/DEA from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics & Probability, Electrical Engineering, Financial Engineering etc. 
  • Direct experience working within XVA
  • Minimum 4 years' experience within a front-office quant space. 
  • Good computational skills in either C++/C# within a professional environment. 

Excellent numerical background