Senior Quantitative Developer

Responsibilities

• Design, develop and enhance Counterparty Credit Risk models for PFE and EAD calculations
• Develop, implement and maintain pricing and risk models throughout their full lifecycle
• Contribute to the development and optimisation of a high-performance C++/CUDA computing platform
• Collaborate with Front Office model integration teams to deploy quantitative models into production
• Develop high-quality software following Agile (Scrum) methodologies and software engineering best practices
• Work closely with quantitative analysts, traders, risk managers and technology teams
• Provide quantitative support and expertise to Front Office stakeholders
• Contribute to continuous improvements in modelling frameworks, performance and code quality

Requirements

• At least 5 years of experience in quantitative modelling within Counterparty Credit Risk and/or Market Risk
• Strong experience with Monte Carlo simulation, derivatives pricing and risk factor modelling
• Expertise in one or more asset classes such as Interest Rates, FX, Credit, Commodities, Equity or XVA
• Strong programming skills in Python and/or C++
• Master's or PhD degree in Mathematics, Physics, Statistics, Econometrics, Computer Science, Engineering or a related quantitative discipline
• Experience with professional software development practices (TDD, CI/CD)
• English fluency

Preferred Qualifications

• Experience with Azure, Git and Docker

About the Company

Everience is an international consulting group delivering AI-augmented digital services and placing people at the heart of the AI revolution.