CapB is looking for a hands on Senior C++ quant developer.
The candidate will design and develop advanced scenario generation and valuation models for Counterparty Credit Risk Management
The role requires excellent communication skills strong analytical problem solving abilities solid academic background and expert programming skills Knowledge of financial products and markets is essential to succeed in this role
Core responsibilities include Design and implement analytical models for counterparty credit and market risk calculations
Support end to end model validation and application platform
Integration testing Ability to interpret and analyze new regulatory analytics requirements Mentor junior developers Maintain up to date understanding of the project and communicate at a variety of levels the activities risks issues assumptions dependencies of the project Manage multiple tasks effectively and independently to meet deadlines.