The main goals of this assignment are to provide assistance for our Numerix Oneview Integration with Summit project and to support our Numerix Oneview XVA calculation project. The Senior Quantitative Analyst will be responsible for pricing structured products in Numerix and conducting XVA calculations. The consultant will play a crucial role in modeling various financial structured products, including interest rate products (Zero Callable, Range Accrual, Accreting Swap, Cancellable Swap), autocallable products, PRDC (Power Reverse Dual Currency), capital protected products, and hybrid products (Basket Option, Range Accrual). The successful candidate will contribute to the overall success of the project by ensuring accurate pricing, risk assessment, and efficient results. The consultant will work under the guidance of the Division Manager.