Quanteam UK is seeking an XVA/CCR Quantitative Developer with strong C++ skills to join our XVA, Counterparty Credit Risk, Collateral and Credit Quantitative Research team. The role focuses on building pricing models and libraries and working with the XVA desk, Risk and IT to implement robust, scalable solutions.
The position can be permanent or contract. Candidates should have excellent numerical methods experience, Monte Carlo simulation, multi-threading and distributed computing, plus clear
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