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Job Overview

Market Risk Quant Developer - Python

Location: City of London, London Salary: £600pd - £625pd + PAYE
Type: Contract Contact: Dneshai Bailey
Posted: about 1 month ago

A top tier bank is looking for a Market Risk Quant Developer to join their team in London.

This is a role responsible for development and analysis of models for market risk measurement in the fixed income (FI) space.

Responsibilities and experience required;

  • to develop code / prototypes in Python FI market risk models (IRC) using specifications provided by quants / modelers
  • to perform quantitative analyses for optimization of IRC
  • to develop code for interfaces to internal data systems used for IRC
  • to take part in development of FI market risk models methodology including work on FRTB-related models and model changes
  • Former experience in IR and Credit modelling on pricing or risk side will be preferred
  • Advanced Python programming skills
  • Good knowledge of Interest Rate and Credit products, pricing and risk models
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.