Summary: The Python (Jython) Market Risk Developer role focuses on producing regulatory reporting figures for counterparty and credit risk within an investment bank. The position involves developing complex systems to aid in trade processing and capital calculations, utilizing Python and Jython for data extraction and analysis. The successful candidate will be part of a team dedicated to regulatory and business-driven changes, ensuring high performance and reliability in applications. This role offers a hybrid working arrangement and is classified as inside IR35.

Key Responsibilities:

• Produce regulatory reporting figures for risk management
• Develop complex systems to aid with trades and capital calculations
• Extract daily positions from the data warehouse using Python and Jython
• Design, build, and maintain efficient, reusable, and reliable Python code
• Rapidly prototype solutions to validate new concepts
• Implement low-latency, high-availability applications
• Process deals and integrate them into the system
• Calculate risk metrics
• Ensure optimal performance, quality, and responsiveness of applications
• Identify and resolve bottlenecks and bugs
• Maintain code quality, organization, and automation

Key Skills:

• Essential experience in Python
• Experience with Jython is a plus
• Proficiency in SQL
• Quantitative experience is desirable
• Background in investment banking, particularly in risk
• Ability to work with complex applications and technologies
• Strong problem-solving skills
• Experience in developing high-performance applications

Salary (Rate): £750

City: London

Country: UK

Working Arrangements: hybrid

IR35 Status: inside IR35

Seniority Level: undetermined

Industry: IT