Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral & Credit Quantitative Research team. The team collaborates with desks, Risk, Accounting XVA, SIMM, and Collateral, supporting regulatory initiatives and innovative modelling across XVA topics.
The role can be permanent or contract, based in the UK, with opportunities to work on IMVA-CCP, SIMM and related models, and to contribute to strategic XVA and RWA projects
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London
Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral & Credit…
London
Quanteam UK are seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk (CCR), Collateral &…
London
Quanteam UK are seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk (CCR), Collateral &…
Quanteam UK are seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk (CCR), Collateral &…
United Kingdom
Quanteam UK are seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk (CCR), Collateral &…
United Kingdom
Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral and Credit…
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