Beschreibung
For a longer-term project at our client‘s site, an international bank based in Zurich, we are looking for an experiencedQuant C++ Developer - Counterparty Credit Risk Models (4832)
The ideal candidate will be working on the development and implementation of advanced Counterparty Credit Risk and exposure models, the work will have a direct impact on the bank’s capital and derivatives trading.
Your Qualification:
- 4+ Years working experience as a Quantitative Developer in Risk Management or Front Office
- Hands-on experience in developing counterparty credit risk models
- Strong development skills in C++ or any other object oriented language
- Experience with large scale modelling library is crucial
- Understanding of financial products and quantitative models (preferable IR /FX)
- Focus on Investment banking, good knowledge of classic derivatives
- Strong analytical and problem solving skills
- Fluent in English (oral and written)
Your Responsibilities:
- Developing models to calculate credit exposure metrics (PE and EPE) for counterparty credit risk.
- Participate in the systems design phase
- Conduct impact analysis down to RWA level
- Discuss impact analysis with management, business and credit officers
Are you ready for a new challenge and available immediately in Zurich? We look forward to receiving your application in MS-Word on For any questions, please contact us: .