Senior Quantitative Developer / Counterparty Credit Risk Specialist (m/w/d)

Our client is looking for an experienced Quantitative Developer to join a specialised Front Office Quant team focused on the development and enhancement of Counterparty Credit Risk (CCR) and XVA models.In this role, you will contribute to the full lifecycle of in-house pricing and risk models, from quantitative model design and prototyping through implementation, optimisation and production support. Your primary focus will be the development and enhancement of models used for Potential Future Exposure (PFE) and Exposure at Default (EAD) calculations.You will also contribute to the development of a high-performance computing platform supporting pricing and risk management. Working closely with traders, risk managers, model integration teams and fellow quantitative developers, you will deliver robust quantitative solutions using modern software engineering practices within an Agile (Scrum) environment.This is an excellent opportunity for someone who combines strong quantitative modelling expertise with advanced software engineering skills.ResponsibilitiesAs a Quantitative Developer, you will: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.