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Quant Developer - Python job in City of London

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Job Ref:  204799569
Employer:  cv-library.co.uk
Job Type:  Permanent
Country:  United Kingdom
County/State:  London
City:  City of London
Salary:  £65000 - £120000/annum competitive
15/10/2016 03:37
Quant Developer- Python

A global Investment Bank in the City is looking for a talented Quantitative Developer AVP/VP position to join their Front Office/Global Quantitative Analytics Group who is responsible for the research, development and implementation of quantitative models across different asset classes. You will liaise with different teams and be acting as a bridge between Quants and Front Office IT development team.

The role will require a Python Quant Developer- You will be working alongside model developers to support development and integration of their models into Model Execution Framework and IT infrastructure. You will work on Driver Based Modelling solution and developing extensions to the MEF for CCAR/PRA Stress testing.

Ideal Profile/Experience:

* In depth knowledge of Python
* Experience in financial institution delivering models
* Testing and documentation
* Background in technical discipline (Physics, Mathematics, Computer Science)
* Ability to communicate effectively (good written and verbal communication in English)
* Methodical aptitude for problem solving

Nice to have:

* Experience working within a large C++/Python class library
* Driver based Modelling and Statistical Analysis experience
* Regulatory experience in CCAR/PRA stress testing
* Quant library experience

The team are made up of exceptionally talented mathematicians and technologists and will suit someone who wants to work around like-minded, highly driven colleagues whilst working in a role where the individual can get broad exposure through a blend of quantitative and programming challenges
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