Senior Quant Developer: Counterparty Risk AVP

A leading global financial institution in London is seeking a Quantitative Developer to enhance their Counterparty Credit Risk analytics. The successful candidate will develop and maintain C++ and Python model libraries, contribute to regulatory projects, and support key quantitative efforts. With a focus on accuracy and collaboration, you will work within a dynamic team to optimize analytical libraries and deliver critical results for risk management. Applicants should have a strong academic foundation and be driven to make an impact in the field. #J-18808-Ljbffr