AVP Quant Developer - Python/C++ - Tier 1 Investment Bank
- London, England, United Kingdom
- Permanent, Full time
- ITS-City Ltd
- 23 Sep 16
My client is a leading Investment Bank, who is seeking to expand its Model Risk team with an AVP level Developer to implement, optimise, extend and maintain the infrastructure which underpins the core model validation workflow.
You will work or designing and implementing strategic initiatives across Pricing, Risk and Capital and other models, which includes the control frameworks and the risk assessment capabilities. The Infrastructure team focuses on the technology solutions which support core activities around model validation, including our workflow systems, testing automation and the independent model validation library.
The role will include
a) Development of controls around the classification and appropriate usage of models used within the Bank
b) Development and management of the Python production processes related to the test infrastructure and the publication of validation evidence and documentation
c) Collating business requirements and driving design decisions as well as communicating with other teams such as IT department as part of system development to meet evolving requirements, many of which are business-critical.
d) Developing components of the independent model validation library
You will have:
• 1-3 years+ of experience in the financial industry at least partially as a developer.
• Strong working knowledge in Python (2 & 3), experience to apply, adapt and extend existing Python packages essential
• Experience with C++, preferably in a multi developer environment is a plus
• Knowledge of international financial markets, derivatives products and models
• Excellent communication skills – both written and oral.
Send your CV for immediate consideration.
Contact I.T.S City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Direct Line: +44 (0) 203 176 6648