VP Quant Developer - Counterparty Credit Risk & Derivatives

A financial services corporation is seeking a talented Quantitative Analyst to join their Counterparty Credit Risk team in New York. This role involves developing C++ and Python libraries, driving advancements in quantitative analysis, and engaging in significant regulatory projects. Applicants should have a strong background in financial derivatives, with expertise in programming and a detailed analytical approach. Competitive salary range is $175,000 to $250,000, with comprehensive benefits including medical coverage and wellness programs. #J-18808-Ljbffr