Quant Developer - Market Risk Exp

Quant Developer - Market Risk Exp

Posted 1 day ago by Lorien

£700 Per day
Inside
Hybrid
City of London, London

Summary: The Senior Quant Developer role focuses on migrating existing market risk models to a new code library while addressing various IT challenges. The position requires collaboration between market and credit risk teams and involves building a standard code library using Python. The role is based in London with a hybrid working arrangement, requiring three days on-site each week. The contract is set to last until the end of 2025.

Key Responsibilities:

  • Model Risk Transformation Project - System and Tooling Workstream - Building Standard Code Library for Risk
  • Market Risk Models and Credit - Interaction between the two teams - Quant Developer - Market Risk than Credit Risk
  • Building from the beginning - lots of IT Challenges - Python Code
  • Migrating from library, tweaking, methodology

Key Skills:

  • Quant Developer
  • Python Scripting
  • IT Architecture Experience
  • Big Data Experience
  • FS - Desirable

Salary (Rate): 700

City: London

Country: United Kingdom

Working Arrangements: hybrid

IR35 Status: inside IR35

Seniority Level: Senior

Industry: IT