Senior Quantitative Developer / Counterparty Credit Risk Specialist (m/w/d)
Amsterdam, NH, Netherlands
EUR 62K-90K (estimate) Senior-level Contract Full Time
Tasks
- Apply test-driven development
- Deploy quantitative models to production
- Design counterparty credit risk models for PFE and EAD
- Develop implement maintain pricing and risk models
- Develop software using Agile Scrum
- Improve modelling frameworks performance and code quality
- Optimize high performance computing platform
- Support front office stakeholders with quantitative expertise
Perks/Benefits
- N/A
Skills/Tech-stack
Agile | Azure | C++ | CUDA | Continuous Delivery | Continuous integration | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Derivatives pricing | Docker | Exposure at Default | Financial Modelling | Git | High Performance | High-Performance Computing | Monte Carlo | Monte Carlo Simulation | Performance Computing | Potential Future Exposure | Python | Risk Factor Modelling | Scrum | Test-Driven | Test-Driven Development | XVA
Education
Regions
Countries
States
Cities
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