(Senior) Quant/Java Software Engineer – Counterparty Risk

As a Senior Quant/Software Engineer in the Cluster Counterparty Risk (CRIP), you will be working on the development of Commerzbank’s internal model for counterparty risk. HESTEN is an in-house developed system based on a Monte Carlo simulation (MCS), calculating medium and long-term exposure forecasts The engine and its calculation results are used by other products […]