Front Office Quant Developer - Credit Risk
Posted 2 weeks ago by 1748692315
£1,000 Per day
Inside
Hybrid
London
Summary: The Front Office Quant Developer role focuses on supporting a significant Credit Transformation project within the Global Markets Credit Quant Research Team of a leading investment banking client. The position requires strong C++ development skills and experience with derivatives risk engines. The contract is for 12 months and operates on a hybrid working model. The role is classified as inside IR35, with a daily rate ranging from £800 to £1,000.
Key Responsibilities:
- Support the Credit Transformation project within the Global Markets Credit Quant Research Team.
- Develop and maintain quantitative models and tools using C++.
- Integrate with existing derivatives risk engines and libraries.
- Conduct risk and PnL validation.
- Collaborate with team members to enhance credit derivatives libraries.
Key Skills:
- Strong C++ development experience.
- Proven experience with derivatives risk engines.
- Skilled in risk and PnL validation.
- Familiarity with Credit derivatives libraries.
- Experience integrating with GPrime or FirstLIB is a plus.
Salary (Rate): £1000 daily
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: Finance
Front Office Quant Developer - Credit Risk | £800-£1,000/day (Inside IR35) | 12-Month Contract
Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit Quant Research Team.
Key Details:
- Location: London (Hybrid - 2-3 days/week in office)
- Contract: 12 months
- Rate: £800-£1,000/day (via umbrella, Inside IR35)
- Start: ASAP
Essential Skills:
- Strong C++ development experience
- Proven experience with derivatives risk engines
- Skilled in risk and PnL validation
- Familiarity with Credit derivatives libraries
- Experience integrating with GPrime or FirstLIB is a plus
Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.