Quantitative Developer – Counterparty Credit Risk, AVP

A leading global financial institution is seeking a Quantitative Developer to join their Counterparty Credit Risk Quant Development Team. This role involves developing sophisticated analytical models for derivatives risk and exposure, with responsibilities spanning the model lifecycle from research, coding, to testing and delivery. The ideal candidate will have solid programming skills in C++ and Python, and a strong academic background in a quantitative field. The position offers opportunities for technical skill enhancement and career growth within the firm’s risk management processes.#J-18808-Ljbffr…