Quantitative Analyst

Description:

We at Hawksworth UK are now searching for a Quantitative Analyst for XVA Model Validation for an established European Investment Bank. Hybrid working (x3 days in the office, x2 days wfh).

Key Responsibilities for this role:

• for the validations for the Credit and XVA (CVA, DVA, FVA, IMVA.).
• of alternative pricing model, study of model risk.
• in the design, specification and implementation of the reserves / provisioning methodologies for the model risk.
• in all products / new activities within Credit and Scarce Resources Desk (pricing, risk measurement).
• support: Provide support to the risk management for all quantitative issues on P&L, sensitivities & VAR, Stress...
• product lines (FX, equity): Involved, if necessary, in non-(Credit or XVA) quantitative issues and validation process