Quantitative Python Developer
Posted 5 days ago by Lorien
Negotiable
Inside
Undetermined
London Area, United Kingdom
Summary: The role of Quantitative Python Developer involves working on a rolling contract within a leading banking client, focusing on the Blackrock Model Risk Transformation Project. The developer will be responsible for building a standard code library for risk market models and credit, while addressing various IT challenges. This position requires interaction between teams and emphasizes the development of market risk models.
Key Responsibilities:
- Develop Python code for the Blackrock Model Risk Transformation Project.
- Build a standard code library for risk market models and credit.
- Collaborate with teams focusing on market risk and credit risk.
- Address IT challenges related to code migration and methodology adjustments.
Key Skills:
- Quant Developer experience with Python.
- Proficiency in Blackrock numeric data processing (numpy, scipy).
- Experience in text data processing (pyarrow, pandas).
- Knowledge of databases (sqlalchemy, psycopg).
- Familiarity with parallelization techniques (multiprocessing, concurrent.futures).
Salary (Rate): undetermined
City: London Area
Country: United Kingdom
Working Arrangements: undetermined
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: IT
Rolling Contract - Inside IR35 - Banking
Our industry leading banking client is looking for a quantitative python developer on a rolling contract.
Role/Responsibilities:
- Python Blackrock 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.
Skills:
- Quant Developer
- Python:
- Blackrock numeric data processing: numpy, scipy
- text data processing: pyarrow, pandas
- databases: sqlalchemy, psycopg
- parallelization: multiprocessing, concurrent.futures