Connecting...

W1siziisimnvbxbpbgvkx3rozw1lx2fzc2v0cy9lyw1lcy1jb25zdwx0aw5nl2pwzy9pbmqty29uc3vsdgfudc1kzwzhdwx0lmpwzyjdxq

Job Overview

FRTB Quant Developer - PAYE

Location: London, England Salary: £Negotiable
Type: Contract Contact: James Rogers
Posted: 27 days ago

This is a role responsible for development and analysis of models for market risk measurement;

  • To develop prototypes for market risk models
  • Optimisation of market risk models
  • Development of market risk models methodology including work on FRTB-related models and model changes
  • Design and creation of market risk analytics library

Experience

  • Masters level in Math/Science/Engineering/IT discipline
  • Advanced programming skills - Python
  • Experience in building large software libraries
If you are interested in this role, please apply below or contact me for more information.

Eames Consulting is acting as an Employment Business in relation to this vacancy.