Quantitative Modeler-CVA/XVA

16 hours 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 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

    2 days 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...

  • Quantitative Modeler-CVA/XVA

    2 days 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...

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    4 days 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

    4 days 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

    4 days 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...

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    2 days 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...

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    4 days ago

    Bengaluru, India Live Connections Full time

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