XVA Risk Quant

We are looking for a Senior XVA Quant to support a leading financial institution on the development and enhancement of counterparty credit risk (CCR) and XVA frameworks .

This role sits at the intersection of Front Office, Risk, and IT , focusing on the design, implementation, and validation of advanced quantitative models across multiple asset classes.

Key Responsibilities

• Design, develop, and enhance XVA models (CVA, DVA, FVA, ColVA, etc.)
• Build and improve Monte Carlo simulation frameworks for exposure and pricing
• Implement and maintain quant libraries (C++ / Python / C#) in production environments
• Contribute to Wrong-Way Risk (WWR) modelling and advanced correlation structures
• Support pricing of derivatives across asset classes (IR, FX, commodities, equities)
• Work closely with Trading, Risk, Model Validation, and IT teams
• Participate in model validation, governance, and regulatory interactions
• Provide day-to-day support to Front Office and Risk teams

Required Experience

• 10+ years’ experience as a Quantitative Analyst / XVA Quant
• Strong expertise in Counterparty Credit Risk and XVA frameworks
• Proven experience with Monte Carlo methods and stochastic modelling
• Solid understanding of derivatives pricing across multiple asset classes
• Experience working in Front Office and/or Model Risk environments
• Familiarity with regulatory requirements and model governa