Risk/Quant Developer

  • £120,000 + Bonus
  • London, England, Großbritannien London England GB
  • Festanstellung, Vollzeit
  • McCabe & Barton
  • 19 Aug 18 2018-08-19

The role of risk developer sits within the risk technology team. The ideal candidate is a Risk/Quant developer with analyst skills and has worked with Instrument and Risk models, curve building and ALM solutions.

Role: Risk/Quant Developer

Salary: up to £120,000 p/a

Location: London

Skills: C# .NET, Risk, Quantitative, Asset Managment

Over the years, Individual business units have significant quantitative assets built in various technologies including C#, MATLAB, Excel/VBA, Python .Most of these systems exist in silos, one of the key objectives is to define the enterprise wide risk architecture and create a central risk engine from ground up. It will leverage existing, quantitative assets and chosen third party analytics provider.

Core Competencies

  • Risk/Quant Developer with experience c# .Net framework.
  • Interest/ability to understand the instrument being modelled or the maths/theory behind the approach.
  • Ability to work well in a team.
  • A methodical approach to problem solving and troubleshooting.
  • Ability to plan, prioritise and recognise dependencies and deliver to deadlines.
  • Self-motivated with record of being able to work with limited supervision.
  • Excellent time management, written and verbal communication skills.

Essential

  • Full Stack C# .NET analyst developer with expertise in risk/analytics system development.
  • Working in small agile business facing team
  • A self-starter who can work with broad user requirements, ask the right questions to the right teams and work with minimal supervision.