Senior Quant Developer - CCR & Basel IMM

A leading global financial institution is seeking a Quantitative Analyst to lead the development and maintenance of C++ and Python model libraries. The role involves pioneering advancements in quantitative modeling techniques and engaging in regulatory projects, particularly around Counterparty Credit Risk. Ideal candidates will demonstrate a strong background in analytics libraries for financial derivatives, exceptional programming skills, and the ability to work within stringent guidelines. This position is based in New York with competitive compensation and benefits. #J-18808-Ljbffr