Senior Quantitative Model Validation for XVA & Derivatives

eFinancialCareers seeks an experienced Model Validation Quant to join its investment banking team in the United Kingdom. The candidate should have a strong quantitative background with cross-asset derivatives experience and solid derivatives pricing knowledge, capable of independently challenging pricing and XVA models.

Prerequisites include expertise in XVA methodologies (CVA, DVA, FVA), cross-asset derivatives exposure, and proficiency in Python and C++, with familiarity in risk engines and