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 … Scarce Resources Management and Collateral Management functions. The role is available on either a permanent or a contract basis. Key responsibilities: Defining and implementing quantitative tools and pricing models for Collateral management activity, including IMVA-CCP and SIMM. Defining and implementing mathematical tools and pricing models for XVA-related ...