As a part of a global bank, you will be joining as a Quant Analyst. The business critical project within the Global Quants Research team you will be involved in an ambitions build of a new platform that will harmonise pricing, risk and P&L across IR, FX and Credit flow products.
Your previous experience working with stakeholders in any asset class in the Front Office will allow you to contribute to the success of this project.
This role is to support and develop the cross-asset XVA and PFE simulation engine, with a particular emphasis on applications to C&FVA. The core Monte Carlo simulation is written in CUDA, within a quant library written in C++.
While not required, prior experience of CUDA programming would be an advantage.
If you are interested in this opportunity and would like to apply or would like further information, please submit your CV or profile to be reviewed.
To find out more about Huxley, please visit www.huxley.com
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales