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Quantitative Modeler-CVA/XVA Live Connections

6.0 - 12.0 years

0 Lacs

karnataka

On-site

Role Overview: You will be joining a leading investment banking environment as a Quantitative Analyst (Desk Quant), where you will provide front-office support to CVA/XVA traders. Your main responsibilities will include developing pricing models for interest rate and cross-currency derivatives, enhancing pricing frameworks, and collaborating with trading and risk teams to deliver front-office quant solutions. Key Responsibilities: - Provide front-office desk quant support to CVA/XVA traders, actively engaged in daily pricing of Interest Rate Swaps, Caps, Swaptions, Cross-Currency Swaps, and Options. - Develop, implement, and maintain quantitative pricing models within the Front Office Quant ...

Posted 2 months ago

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