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Market Risk Quant Developer

  • Location: London
  • Salary: £660 per day
  • Job type: Contract/Temp
  • Job reference: CB/171739
  • Sector: Market Risk, Interim
Job Description

A global Financial Services firm are looking to recruit a Market Risk Quant Developer to support an FRTB programme of work. London based.

The successful contractor would be responsible for building quant libraries for the new approach.

This role is inside IR35 and paying up to £660 per day (PAYE)

 

Skills required

  • Minimum Masters level in Maths/Science/Engineering/IT discipline

  • Advanced programming skills in Python. Knowledge of Matlab and / or R is a plus.

  • Familiarity with key market risk measures and regulations

  • 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).

Please ensure you have the right to work in the UK before applying.


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