Quant Developer: Counterparty Risk & Derivative Models

A leading financial institution is seeking a Quantitative Developer to enhance analytical models for derivatives risk. The ideal candidate will have strong programming experience in C++, Python, and TypeScript, a solid understanding of derivatives pricing, and familiarity with regulatory requirements. The role involves developing model libraries and collaborating with IT teams to integrate these analytics into risk management processes while working in a fast-paced environment. This position offers significant career growth opportunities in quantitative analysis.