Senior Quant Developer

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 life cycle/methodologies.
• Knowledge of Valuation, Risk and Analytics.
• Knowledge of REST, gRPC, Apache Beam, Docker and Kubernetes is a nice to have