Quant Dev for Counterparty Risk - AVP Level

A leading global financial institution in Greater London seeks a Quantitative Developer for its Counterparty Credit Risk Quant Development Team. The role involves developing C++ and Python model libraries, supporting regulatory projects, and contributing across the entire model lifecycle. Ideal candidates have a strong academic background in quantitative fields, experience with derivatives pricing, and excellent problem-solving skills. This position offers an opportunity to impact risk management processes in a collaborative environment.