Does complex modelling excite you? Are you an innovative thinker? Do you want to become an integral part of our team to build out and evolve our XVA/SIMM (Standard Initial Margin Model) and Capital pricing capabilities?

We are looking for someone like this to:

• work on the next generation cross-asset distributed valuation and risk engine for the calculation of XVA measures, Risk, PnL, PnL Predict, SIMM, Allocation and Capital exposure, strengthening the analytics and the technical platform
• work with traders and risk managers to define and implement pricing and risk capabilities
• deliver high-quality working software translated from business and quant driven requirements
• partner with core IT functions to align and integrate pricing capabilities with existing pricing systems and Capital Exposure calculation engine