Quantitative Developer - Associate
- Hiring Organisation
- Hackajob Ltd
- Location
- South West London, South East, United Kingdom
- Employment Type
- Permanent Contract, On-site
enhance our large-scale Monte Carlo simulation engine used for computing Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA) across the firm's derivatives portfolio. Implement advanced numerical techniques to further improve computational efficiency and accuracy of risk sensitivities. Contribute to the firm's strategic agenda of transforming ...