One of our clients, a Financial Services Institution is looking for Python Market Risk Quantitative Developers to join their Model Risk Analytics team. This is a permanent role based in London.
- Perform technical validation of pricing and risk models. This consists in assessing the conceptual soundness, performance and implementation of a model as well as the use, compliance with regulation and performing quantitative analyses, independent testing and challenging of data and models
- Writing high quality, detailed validation reports. These include a detailed scope, model description, testing results and recommendations for model enhancements
- Interacting with model owners, model developers, senior management etc, by whom your report and recommendations will be discussed and challenged
- Developing and maintaining analytics library used to support validation and on-going monitoring activities
- Providing expert assistance to team members on an existing codebase (Python, SQL, VBA)
- Acting as an expert sounding board on quantitative matters, providing support to other team members
- Minimum 3 to 5 years work experience as a Quantitative Analyst in either a Model Development or Validation Role at a financial services institution
- Professional and/or academic experience designing and developing applications and analytical libraries
- A postgraduate degree in a quantitative discipline (i.e., mathematics, computer science)
- Advanced programming in Python
For more details, please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.