XVA/CCR Quantitative Developer (C++)
- Location
- Greater London, England, United Kingdom
Looking For Quanteam UK are seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk (CCR), Collateral & Credit Quantitative Research team. The team's mandate is to produce quantitative modelling and innovative solutions across XVA, Counterparty Risk, Collateral and Credit topics. … libraries and platforms within an optimised architecture. Interacting with and supporting Trading, Risk and IT partners across the business. Technical Competence Strong C++ programming skills, with the ability to design and implement robust, high-performance quantitative libraries. Good working knowledge of SQL, C# and VBA. Sound understanding of numerical ...