Our client is looking for an experienced Quantitative Developer to join a specialised Front Office Quant team focused on the development and enhancement of Counterparty Credit Risk (CCR) and XVA models.

In this role, you will contribute to the full lifecycle of in-house pricing and risk models, from quantitative model design and prototyping through implementation, optimisation and production support. Your primary focus will be the development and enhancement of models used for Potential Future Exposure (PFE) and Exposure at Default (EAD) calculations.

You will also contribute to the development of a high-performance computing platform supporting pricing and risk management. Working closely with traders, risk managers, model integration teams and fellow quantitative developers, you will deliver robust quantitative solutions using modern software engineering practi...