About this role
Senior Quantitative Developer / Counterparty Credit Risk Specialist (m/w/d) at EVERIENCE. Location: Amsterdam, North Holland, Netherlands. Role: designing models, implementing models, optimizing performance Requirements: 5+ years quantitative modelling in CCR/Market Risk, strong Monte Carlo and derivatives experience, Python/C++ programming, Master's or PhD in a quantitative discipline, TDD/CI/CD experience; Azure/Git/Docker advantageous; English required. Category: Data and Analytics Seniority: Senior Level Tools: Python, C++, CUDA, Azure, Git, Docker, Test-Driven Development (TDD), Continuous Integration (CI), Continuous Delivery (CD), Agile (Scrum) Commitment: Contract Workplace: Onsite Languages: English