Great opportunity for a junior quant/strat with strong derivative pricing experience to join a strong xva quant strat team at a tier 1 bank.
XVA Strat - Assoc Level
This Strat team is seeking a highly motivated quant/strat at around the Associate level to join their New York team.
- Supporting the desk's daily trading and risk management activities such as pricing, hedging, etc
- Developing tools and analytics for the desk to price and risk manage positions
- Help traders and sales people understand the market and develop new business
- Advanced degree in Math/Physics/CS/Engineering or similar
- Good understanding of derivatives products in one or more asset classes, including rates, credit, foreign exchange, equities and commodities
- Good understanding of basic financial math of derivative pricing
- Excellent programming skills in C++ and Python or Matlab
- Excellent communicator