Python Quantitative Developer

My client, a top tier financial institution is looking for a Python Quantitative Developer contractor to join their rates product team. This is a 6 months rolling contract based in London.

Responsibility:

  • Assist in full project lifecycle, from interpreting business requirements and functional design, performing unit and functional testing and issue resolution.
  • This is an ideal role for someone who is eager to learn and thrive in a challenging environment.
  • The role will report into Head of Risk Change and would be a long term role with view to become permanent for the right candidate.
  • This is a technical role and candidates applying for this role must be proficient with either Python/ C++/ Java.
  • They will be engaging with senior stakeholder at all levels so must be able to demonstrate relationship building skills.

Requirements:

  • Ideally at least 2 years' relevant experience
  • Strong background in either of these programming languages such as Python, C++ or Java
  • Practical experience of market risk within an investment bank or financial services
  • Strong knowledge of interest rate derivatives and understanding of full product lifecycle
  • Effective communicator and able to work autonomously
  • Has knowledge and practical experience of market risk concepts, e.g. Market Data (curves and volatility surfaces), Pricing and Sensitivities.
  • Has a strong understanding of the valuation and product specification for instrument traded in the Interest Rate Derivatives market.
  • Highly numerate with a degree in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters level.

Please send your CV to phoebecheung@taylorroot.com

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

Please note that your personal information will be treated in accordance with our Privacy Policy.