Bulge Bracket Investment Banks

Posted 4 days ago

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**Quantitative Trading & Research Portfolio Associate/Vice President** Lead quantitative trading and research efforts in London. Partner with XVA Trading & Counterparty Credit Risk teams to develop models enhancing pricing and risk management. Key responsibilities include model design, business collaboration, product implementation, and governance. Requires advanced degree in quantitative field, strong probability.stats & derivatives pricing understanding, Python/C++ programming, and collaborative problem-solving skills.

Compensation: Not specified GBP
City: London
Country: United Kingdom

Full Job Description

Location: LONDON, LONDON, United Kingdom

Were seeking a highly motivated Associate or Vice President to join our Quantitative Trading & Research (QTR) team in London. The role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

Job Summary:

As an Associate or Vice President on the Quantitative Trading & Research team, you will partner closely with both XVA trading and Counterparty Credit risk. You will help in developing of quantitative models to enhance pricing and risk management.

Job responsibilities

Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.

Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.

Own end-to-end delivery with Technology on implementation, testing and deployment.

Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.

Required qualification, capabilities, and skills

Advanced degree in a quantitative field (or Bachelors with relevant experience).

Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches.

Strong programming in Python and/or C++.

Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment.

Preferred qualification, capabilities, and skills

Agentic AI and data pipeline/processing experience a plus.

Product development lifecycle experience a plus.

This role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

Full Job Description

Location: LONDON, LONDON, United Kingdom

Job Summary:

Job responsibilities

Design and develop models/analytics for pricing and management of XVA, Margin and Counterparty Credit Risk, from research to product deployment.

Partner with Trading and Risk to translate business needs into quantitative solutions, provide ongoing production support including incident triage and root-cause analysis.

Own end-to-end delivery with Technology on implementation, testing and deployment.

Drive model governance and continuous improvement in partnership with Model Validation, including documentation, controls, and ongoing performance monitoring.

Required qualification, capabilities, and skills

Advanced degree in a quantitative field (or Bachelors with relevant experience).

Strong understanding of probability/statistics and derivatives pricing; demonstrated ability to develop new quantitative approaches.

Strong programming in Python and/or C++.

Clear communicator with strong ownership, problem-solving skills, and ability to thrive in a fast-paced, collaborative environment.

Preferred qualification, capabilities, and skills

Agentic AI and data pipeline/processing experience a plus.

Product development lifecycle experience a plus.

This role blends quantitative development with close engagement with Trading and Risk to deliver impactful solutions.

Quantitative Trading & Research - Portfolio - Associate or Vice President

Full Job Description

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Full Job Description

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