Senior CCR Quantitative Developer

Posted 6 April by Eames Consulting Group Easy Apply
A top leading investment bank is looking for a senior CCR Quantitative developer to join their global risk analytics team.

Key responsibilities:

- identifying and investigating deficiencies in CCR & XVA models
- addressing models by developing enhanced methodologies and library components for a more accurate CCR&XVA risk measurement and management.
- regular interaction with key stakeholders

Ideal Candidate:

- Extensive experience within CCR/XVA
- Strong experience in building simulation models (Monte Carlo scenario)
- Strong C++ programming (essential)
- Familiarity with risk measures such as CVA, EPE, PFE
- IMM (Internal Model Method) experience

If interested contact me on or email me at

Reference: 34847938

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