Summary

This senior developer role focuses on Python and C++ applications for derivatives counterparty credit risk and exposure calculations. The position integrates quant technologies, optimizes distributed risk workflows, and supports testing and deployment without a stated work arrangement.

Responsibilities

• Develop counterparty credit risk applications
• Improve CI/CD builds and releases
• Optimize calculations across asset classes
• Extend unit regression integration test suites
• Profile performance and memory usage
• Integrate quant enhancements with front office