Front Office Python Developer/Risk/VaR/PnL/DUBLIN
Posted on Feb 3, 2021 by Scope AT Limited
Consultancy Is looking for a Front Office Python Developer with Risk experience to join them in a contract position in Dublin.
You will be a strong developer joining a bank's Risk technology team. You will be working within an Agile team, writing requirements and specifications, developing strategic risk management and trading tools and maintaining existing code.
Understanding of Pricing basics, Structured Rates and FX Derivatives Products, Interest Rate Curve construction, time-series analysis, VaR
Experience working with Large scale quantitative library(Risk, Pricing, P&L Explain) is essential
Excellent hands-on development experience on Python with additional understanding on any other OO tec0hnology
Experience on participating in end-to-end development life cycle in a rigorous test driven software development environment
Experience of Agile software development process is desirable
Experience on developing and delivering scalable applications
Excellent communication skills
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