Quant Dev: Counterparty Risk & Derivatives Models

A leading financial institution is seeking a Quantitative Developer to join its Counterparty Credit Risk Quant Development Team. In this role, you will develop and maintain analytical models using C++ and Python while ensuring compliance with risk management processes. The ideal candidate will possess a strong quantitative background, experience in programming, and a commitment to accuracy. Join us to work on critical models impacting counterparty credit risk and enhance your technical skills in a collaborative environment.