Quantitative Modeler-CVA/XVA
2 days ago
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 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 ResponsibilitiesProvide 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 & Experience6–12+ 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 JoinWork 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.
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Quantitative Modeler-CVA/XVA
3 days ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Modeler-CVA/XVA
17 hours ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Modeler-CVA/XVA
2 days ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Modeler-CVA/XVA
4 days ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Modeler-CVA/XVA
4 days ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Modeler-CVA/XVA
4 days ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Modeler-CVA/XVA
2 days ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Modeler-CVA/XVA
4 days ago
Bengaluru, India Live Connections Full timeJob 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...
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Quantitative Developer
19 hours ago
Bengaluru, Karnataka, India Live Connections Full time ₹ 20,00,000 - ₹ 25,00,000 per yearRequired Qualifications:4+ years of Securities Quantitative Analytics experienceLook for candidates withhands-on experience in Model DevelopmentStrong skills in Python + C++ (and Java for VP roles) with experience in calibration, testing, and deployment.Models should beFront Office-focused(pricing, derivatives, XVA, FO libraries)Preference for exposure...
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Quantitative Analyst
1 week ago
Bengaluru, India Live Connections Full timeJob 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...
