Senior Quantitative Developer / Counterparty Credit Risk Specialist (m/w/d)
Amsterdam, NH, Netherlands
EUR 80K-100K (estimate) Senior-level Contract Full Time
Tasks
- Apply Agile Scrum software development
- Collaborate with traders and risk managers
- Design Counterparty Credit risk models
- Develop PFE and EAD models
- Develop high-performance computing platform
- Implement pricing and risk models
- Improve modeling frameworks performance and code quality
- Optimize pricing and risk models
- Support model deployment to production
Perks/Benefits
- Agile working environment
- International financial services experience
- Long-term project opportunities
Skills/Tech-stack
Agile | Azure | C++ | CUDA | Continuous Delivery | Continuous integration | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Derivatives pricing | Docker | Exposure at Default | Factor modeling | Git | Monte Carlo | Monte Carlo Simulation | Potential Future Exposure | Python | Risk factor modeling | Scrum | Test-Driven | Test-Driven Development | XVA
Education
Regions
Countries
States
Cities
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