FINANCIAL SERVICES RECRUITMENT

LONDON | NEW YORK

JOB SUMMARY

Quant Developer

My client, on behalf of a leading global financial institution, are searching for a driven and innovative individual to join on a contractor basis as a Quant Developer.

JOB TEXT

My client, on behalf of a leading global financial institution, are searching for a driven and innovative individual to join on a contractor basis as a Quant Developer.

The role requires an excellent quantitative developer who has experience migrating an IRC model to the DRC model, in line with FRTB. In order for the project to comply with my client's Internal Model methodology, the ideal candidate will have strong experience in Python (full stack), as well as being well-versed in large-scale distributed data and computing tools. Furthermore, it would be useful if the individual had some background in software engineering, with exposure to developing scalable analytical libraries and applications.

Candidate requirements:

  • Python
  • Hadoop/Spark/Hive
  • Masters or PhD in Maths, Computer Science, Finance or related field
  • Experience in library development and implementation
  • Familiarity with numerical and statistical libraries
  • Machine learning exposure
  • Good verbal and written communication in English
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  • GBP800 - GBP1200 per day
  • London, England, United Kingdom
  • Contract, Full time
  • Charles Levick
  • 2018-12-17