At 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 and for development of software tools for market risk analytics.
- Minimum Masters level in Math/Science/Engineering/IT discipline
- Advanced programming skills in Python. Knowledge of Matlab and / or R is a plus although not a prerequisite
- Experience in building large re-usable software libraries; ability to create design of such library
- Experience with software build systems, version control (Git, GitHub) and issue trackers (JIRA). Experience in agile workflow is a plus
- Ability to write clear and understandable technical documents
- Knowledge of Anaconda Python distribution is a plus (community or enterprise version; both from client as well as server end)
- Market risk knowledge/experience
Eames Consulting is acting as an Employment Business in relation to this vacancy.