Quantitative Analyst: XVA & SIMM Risk Engine

A global financial institution is seeking a full-time quantitative analyst to enhance and develop pricing and risk capabilities in London. The role requires a strong academic background in a quantitative field, knowledge of derivatives pricing, and proficiency in programming languages such as C++ and C#. Ideal candidates will manage projects and collaborate with traders and risk managers to deliver high-quality solutions, fostering an inclusive work environment.
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