About

Job Title Quantitative Strategist - Credit Risk and Capital Strats Location London Corporate Title Vice President Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. You will work on designing and implementing large scale calculations (including methodology) of X-Value Adjustment (XVA) measures (e.g. Shareholder-Value Adjustment (VA)/Capital-VA/Margin-VA/Funding-VA/Credit-VA/Collateral-VA) for the cross-asset derivative portfolio of the Investment Bank and work together with Exotics trading desks and Financial Resource management (FRM) desk as well as Sales and Structuring globally to optimise the bank's capital / financial resource usage and manage its counterparty credit risk. What we'll offer you A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its centre. You can expect: Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for themCompetitive salary and non-contributory pension 30 days' holiday plus bank holidays, with the option to purchase additional daysLife Assurance and Private Healthcare for you and your familyA range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefitsThe opportunity to support a wide ranging CSR programme + 2 days' volunteering leave per year.