VP, Quantitative Trading & Research - Credit Portfolio

A global financial services firm located in London seeks an experienced Vice President for the Quantitative Trading & Research team. The candidate will design and implement a large-scale Monte Carlo simulation engine for Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA). Essential qualifications include a degree in a quantitative field, expert programming skills in Python, and a proven track record in leading technical projects. The role demands exceptional communication skills and a commitment to high coding standards.