Front Office Quant Developer – Credit Risk
Posted 2 weeks ago by Lorien
£1,000 Per day
Inside
Hybrid
London Area, United Kingdom
Summary: The Front Office Quant Developer role focuses on supporting a significant Credit Transformation project within a leading investment bank's Global Markets Credit Quant Research Team. The position requires strong C++ development skills and experience in derivatives risk engines, with a hybrid working arrangement. The contract is for 12 months and is classified as inside IR35.
Key Responsibilities:
- Support a major Credit Transformation project within the Global Markets Credit Quant Research Team.
- Develop and maintain C++ applications related to credit risk.
- Integrate with existing risk and PnL validation systems.
- Work with Credit derivatives libraries and enhance existing functionalities.
- Collaborate with team members to ensure project goals are met.
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/day
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: IT
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