Senior Quantitative Developer / Counterparty Credit Risk Specialist (m/w/d)

📋 Description Quantitative Developer to join Front Office Quant team focused on CCR and XVA models Full lifecycle of in-house pricing and risk models: design, prototyping, implementation Focus on PFE and EAD calculations; develop high-performance computing platform for pricing and risk Collaborate with traders, risk managers, model integration, and quantitative developers Deliver robust solutions using modern software engineering in an Agile (Scrum) environment Balance strong quantitative modelling with advanced software engineering 🎯 Requirements At least 5 years of experience in quantitative modelling within Counterparty Credit Risk or Market Strong Monte Carlo, derivatives pricing and risk factor modelling Expertise in asset classes such as Interest Rates, FX, Credit, Commodities, Equity or XVA Strong programming skills in Python and/or C++, preferably in Front Office environments Master's or PhD in Mathematics, Physics, Statistics, Econometrics, CS or related field Experience with TDD, CI/CD; Azure, Git and Docker is a plus 🎁 Benefits Challenging assignment within an international financial services environment Opportunity to work on complex quantitative models used in Front Office risk management Collaboration with highly skilled professionals Exposure to modern software engineering and HPC technologies Dynamic, Agile working environment with long-term project opportunities