Senior CCR & XVA Quantitative Lead

A leading global bank in Greater London is seeking a Senior Quantitative Manager to oversee the development and oversight of quantitative models for Counterparty Credit Risk and Valuation Adjustments. Responsibilities include leading model design and validation, providing quantitative insights for strategic projects, and ensuring regulatory compliance. The ideal candidate will have in-depth knowledge of CCR regulation, significant model development experience, and an understanding of diverse financial products. This role offers opportunities for mentorship and continuous improvement in risk management practices.