A top tier bank is looking for a Quantitative Developer to join their XVA team in London
You will be responsible for the developing their new XVA library for their greenfield project
- Strong C++ Programming skills (developing libraries)
- Strong experience in CCR or XVA
- Experience working on previous risk measures such as CVA, EPE, PFE
Eames Consulting is acting as an Employment Business in relation to this vacancy.