Senior Quantitative Developer / Counterparty Credit Risk Specialist (m/w/d)

📋 Description

• Quantitative Developer to join Front Office Quant team focused on CCR and XVA models
• Full lifecycle of in-house pricing and risk models: design, prototyping, implementation
• Focus on PFE and EAD calculations; develop high-performance computing platform for pricing and risk
• Collaborate with traders, risk managers, model integration, and quantitative developers
• Deliver robust solutions using modern software engineering in an Agile (Scrum) environment
• Balance strong quantitative modelling with advanced software engineering

🎯 Requirements

• At least 5 years of experience in quantitative modelling within Counterparty Credit Risk or Market
• Strong Monte Carlo, derivatives pricing and risk factor modelling
• Expertise in asset classes such as Interest Rates, FX, Credit, Commodities, Equity or XVA
• Strong programming skills in Python and/or C++, preferably in Front Office environments
• Master's or PhD in Mathematics, Physics, Statistics, Econometrics, CS or related field
• Experience with TDD, CI/CD; Azure, Git and Docker is a plus

🎁 Benefits

• Challenging assignment within an international financial services environment
• Opportunity to work on complex quantitative models used in Front Office risk management
• Collaboration with highly skilled professionals
• Exposure to modern software engineering and HPC technologies
• Dynamic, Agile working environment with long-term project opportunities