Senior Quant Developer - Market Risk Model Exp

Senior Quant Developer - Market Risk Model Exp

Posted 2 days ago by Lorien

Negotiable
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 risk and credit risk teams, emphasizing Python coding and model transformation. The role is based in Triton Square, with a requirement for three days onsite 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