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Quant Developer - Market Risk Exp

Lorien

City Of London

Hybrid

GBP 60,000 - 80,000

2 days ago

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An innovative firm is seeking a Quant Developer to lead the migration and enhancement of risk model code. This role involves building a standard code library while addressing various IT challenges using Python. The position offers a unique opportunity to work at the intersection of market and credit risk, collaborating with multiple teams to ensure effective model transformation. If you are passionate about quantitative development and ready to tackle exciting challenges in a dynamic environment, this role is perfect for you.

Experience in migrating and tweaking code for risk models.
Strong Python skills required for building standard code libraries.

Responsible for migrating existing model code to a new library.
Building standard code library for risk models and addressing IT challenges.

Python Scripting

Inside IR35
Location - London - 3 days onsite a week

My client is looking for a Quant Developer, who will be responsible for migrating the code of the existing model to the library and tweaking it.

Role/Responsibilities:

Model Risk Transformation Project - System and Tooling Workstream - Building Standard Code Library for Risk
Market Risk Models and Credit - Interaction between the two teams - Quant Developer - Market Risk then Credit Risk.
Building from the beginning - lots of IT Challenges - Python Code
Migrating from library, tweaking, methodology.

Skills:

Python Scripting

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Quant Developer - Market Risk Exp

Lorien

City Of London

Hybrid

GBP 60,000 - 80,000

Job summary

Qualifications

Responsibilities

Skills

Python Scripting

Job description