Python Counterparty Credit Risk Senior Developer, Vice President
- Location
- Greater London, England, United Kingdom
workflow across asset classes.* Extending existing test suites, including unit, regression, and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs.* Identifying and developing calculation optimization improvements* Working on documentation.* Working with Front Office teams to integrate quant library/technology enhancements … derivatives.* Experience working on Regulatory based projects such as Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage.* Solid mathematical finance and statistical analysis skills.* Familiarity with Numerical analysis/Monte-Carlo methods.* Knowledge of probability and stochastic calculus.**What we’ll provide you*** 27 days annual ...