Description
My client needs to have strong Quantitative skills within Counterparty Credit Risk. The candidate also needs strong development skills in either C++ or Python.
Responsibilities:
- The candidate will need to facilitate the integration of several pieces of analytics to support the equity simulation model, strategic lag adjustment, scenario service and collateral aggregation
- The candidate needs to be comfortable implementing the analytics into a newly built platform and therefore needs to have previously worked on similar platforms
- The successful candidate needs to be able to thrive under pressure and strong problem solving skills.
Essential skills:
- Counterparty Credit Risk experience
- C++ or Python
- MSc or PhD