Quantitative Modeler-CVA/XVA

13 hours ago

Bengaluru, India Live Connections Full time

Job Title: Quantitative Analyst – CVA / XVA (Front Office Support)

Location: Bengaluru

Work Model: Hybrid

About the Role

We are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and cross-currency derivatives, and enhancing the robustness of CVA/XVA pricing frameworks. You will work closely with trading and risk teams, leveraging your programming and modeling expertise 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 Library using C++ and Boost libraries.
  • Engineer and integrate pricing engines and tools (e.g., Rate Lock model) into Excel via C# libraries, streamlining trading workflows and improving efficiency.
  • Refactor and optimize C++ quant libraries, ensuring scalability, maintainability, and alignment with industry best practices.
  • Lead the validation of Interest Rate CVA CCAR models, ensuring compliance with regulatory and governance requirements.
  • Develop and execute regression tests (Excel, XML) covering Simulation, Trade Valuation, Aggregation, and XVA calculation to improve model robustness.
  • Implement Yield Curve Models using bootstrap methodologies in Python for valuation and risk analytics.
  • Expand asset coverage within the XVA pricing library by integrating new instruments such as Cross-Currency Swaps (XCCY).
  • Collaborate with trading desks, risk management, and technology partners to deliver accurate, timely, and reliable quantitative solutions.

Key Skills & Experience

  • 6–12+ years of experience as a Quant/Desk Quant/Quant Developer in a trading or risk environment.
  • Strong expertise in Interest Rate Derivatives, CVA/XVA pricing, and Monte Carlo simulation techniques.
  • Advanced programming skills:
  • C++ (Front Office Quant Development – expert level)
  • Python (model development & prototyping)
  • Exposure to C#, Java, MATLAB, R, VBA is an advantage.
  • Proven experience in model implementation, validation, and integration within trading and risk systems.
  • Strong understanding of curve building, pricing models and stochastic calculus.
  • Ability to work in a fast-paced trading floor environment, delivering under pressure with accuracy.
  • Excellent communication skills for interaction with traders, quants, risk, and governance teams.

Why Join

  • Work directly with front-office trading desks on high-impact derivative pricing models.
  • Gain exposure to a wide range of interest rate and cross-currency products.
  • Be part of a dynamic team enhancing quantitative libraries and pricing frameworks.
  • Opportunity to apply advanced quantitative, programming, and financial modeling skills in a global capital markets environment.

  • Quantitative Modeler-CVA/XVA

    1 day ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support)Location: BengaluruWork Model: HybridAbout the RoleWe are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and cross-currency...

  • Quantitative Modeler-CVA/XVA

    8 hours ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support) Location: Bengaluru Work Model: Hybrid About the Role We are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and...

  • Quantitative Modeler-CVA/XVA

    11 hours ago

    Bengaluru, India Live Connections Full time

    Job Title: Quantitative Analyst – CVA / XVA (Front Office Support) Location: Bengaluru Work Model: Hybrid About the Role We are looking for an experienced Quantitative Analyst (Desk Quant) to join a leading investment banking environment. This role involves supporting traders directly on the desk, developing pricing models for interest rate and...

  • Quantitative Analyst

    5 days ago

    Bengaluru, India Live Connections Full time

    Job Expectations :- A masters or PhD in quantitative fields such as math, statistics, engineering, physics, economics, computer sciences, etc.- Min 5+ years of relevant experience in Securities Quantitative Analytics,- Min 5+ years' experience in Rates Quant- Excellent verbal, written, presentation and interpersonal communication skills- Hands-on...

  • Quantitative Model Validation Specialist

    2 weeks ago

    Bengaluru, Karnataka, India beBeeModelValidation Full time ₹ 1,01,89,000 - ₹ 1,45,27,000

    Job Title: Quantitative Model Validation ManagerWe are seeking an experienced Quantitative Model Validation Manager to join our team. The successful candidate will be responsible for independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types.The ideal candidate will have a strong background...

  • Quantitative Model Validation Specialist

    2 weeks ago

    Bengaluru, Karnataka, India beBeeModel Full time ₹ 21,31,700 - ₹ 2,13,17,000

    Quantitative Model Validation SpecialistThe role involves thorough validation of mathematical models applied in finance, including initial and periodic validations across various asset classes and model types.Responsibilities:Validate quantitative methodologies for accuracy and relevanceDesign and implement alternative challenger modelsConduct detailed...

  • Quantitative Modeling Specialist

    1 week ago

    Kolkata, Bengaluru / Bangalore, Delhi NCR, India beBeeQuantitativeModeling Full time US$ 60,000 - US$ 1,20,000

    Job DescriptionWe are seeking a highly skilled Quantitative Modeling Specialist to join our team. The ideal candidate will have a strong background in statistical modeling and machine learning, with experience in developing predictive models.Required Skills and QualificationsDevelop and validate models for risk management and behavioral analysis, with...

  • Advanced Quantitative Modeling Specialist

    6 days ago

    Bengaluru, Karnataka, India beBeeDataScience Full time ₹ 12,00,000 - ₹ 24,00,000

    Quantitative Modeling ExpertThis role is centered around keeping the organization strong and resilient. You will be at the forefront of identifying, measuring, and mitigating Model Risk. This involves conducting independent model validation and governance activities to ensure that models are fit for purpose, used appropriately within the business context,...

  • Senior Quantitative Modeling Lead

    7 days ago

    Bengaluru, Karnataka, India beBeeQuantitative Full time ₹ 2,00,00,000 - ₹ 2,50,00,000

    Job Title: Senior Quantitative Modeling LeadThis is an advanced leadership position that requires expertise in statistical modeling and programming.About the Role:The successful candidate will have a strong understanding of retail banking and lending businesses. They will be responsible for developing models for risk assessment, credit scoring, and portfolio...

  • Senior Quantitative Analyst

    2 weeks ago

    Bengaluru, Karnataka, India beBeeQuantitative Full time ₹ 1,50,00,000 - ₹ 2,00,00,000

    Job OverviewWe are seeking a seasoned professional to join our team as a Quantitative Analyst - Model Validation. In this role, you will be responsible for ensuring the accuracy and integrity of quantitative models across various asset classes.Design and implement initial and periodic validation of quant modelsConduct in-depth quantitative analysis and...