Job Title: Senior Quant Developer

Location: London (Hybrid Working – Travel to office is required)

Day Rate: up to £940 Inside IR35 via Umbrella

Duration: Till end of December (with a high probability of extension)

The Senior Quant Developer is responsible for

– design, build and implementation of GRA Traded Risk Quantitative libraries. The success of this library will be measured against the time to deployment, time of turnover on bugs, test KPIs

– delivery of a coding environment that is easy to use, is robust and can be fully re-used

– managing and reducing the time to develop new models with in Traded Risk

– work closely with GRA Quant Analysts, Risk IT and Front Office to create synergies across different functions and departments

Leadership & Teamwork

Work with all other areas within the TTOP Global Risk Analytics teams;
Foster a strong working relationship between the Quant Dev team and other stakeholder teams;
Liaise and work together with key stakeholders;
Demonstrate effective challenge to influence and ensure positive outcomes for the organisation.Customers / Stakeholders

Traded Risk
Risk IT
GRA IT
Financial Risk Transformation
Front Office Traders and Quant Developers
Internal and External Audit

Knowledge & Experience / Qualifications (For the role – not the role holder. Minimum requirements of the role.)

Qualification:

Masters in a quantitative subject;Experience:

Demonstrable track record in top-tier global bank.
Advanced experience of application and software development.
Advanced knowledge of finance, particularly quantitative finance.
Extensive Experience of Risk and Valuation Models
Good understanding and appreciation of Regulatory requirements and audit requirements.
Experience of interacting with internal and external stakeholder groups (Business, Risk, Internal and External Audit, Compliance, Regulators).Skills:

Strong interpersonal and communication ability.
Strong knowledge of Python and core python libraries like pandas and numpy
Strong knowledge in object oriented design, software architecture and algorithms.
Knowledge with software development lifecycle/methodologies.
Knowledge of Valuation, Risk and Analytics.
Knowledge of REST, gRPC, Apache Beam, Docker and Kubernetes is a nice to have