PCH - Quant Risk_1572889780
7 months ago
My client, a top tier financial institution is looking for multiple Python Quantitative Developer contractors. You will be part of the Risk Change team covering Rates Product. This is contract role based in London.
- Development and maintenance of high quality pricing models and a comprehensive risk management framework.
- Assisting in the full project lifecycle, from interpreting business requirements and functional design, performing unit and functional testing, and issue resolution.
- Highly numerate with a degree in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters level.
- Proficient with either Python/C++/Java.
- Fixed income knowledge (Swaps, futures)
- Comfortable with handling large datasets, debugging
- Jenkins experience desirable
- Strong conceptual / technical knowledge of financial risk management techniques, in particular relating to interest rate products.
- Good knowledge and practical experience of market risk concepts, e.g. Market Data (curves and volatility surfaces), Pricing and Sensitivities.
- Experience of product development lifecycle is desirable.
- Experienced in delivering business change within the Investment banking sector is desirable.
Please send your CV to email@example.com in subject quote "Python Quant Developer"
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.