CCR Quant Developer AVP - Risk Modeling & Libraries

A global financial institution in Greater London is seeking a talented Quantitative Developer to join their Counterparty Credit Risk Quant Development Team. This role involves developing analytical models for derivatives risk and exposure, with responsibilities spanning the entire model lifecycle. Candidates should possess experience in C++ and Python, strong analytical skills, and a background in a quantitative field. This position offers growth opportunities within a collaborative environment focused on cutting-edge analytics.