A multi-national investment bank based in Canary Wharf is seeking a Quantitative Developer to work within the Counterparty Credit Risk and XVA team.
The Quantitative Developer will be exposed to senior management, XVA teams and regulators.
This role will involve working to a test-driven approach, and you will be developing & navigating through the existing analytical modules of CCR and XVA Library. You will be using C++ to develop straight into the Library, so experience with this is essential. You will also be modifying the existing library component to resolve issues and understand traded credit risk and quantify risks using advanced mathematical techniques & C++.
Essential skills include:
- Developing solutions in C++ libraries
- Experience working within XVA / CCR / Risk
- Familiarity with key risk measures e.g. CVA, EPE, PFE etc.
- Mathematical education / background
Interviews will be a one stage face-to-face and will be lined up from 13th June.