Quant Developer - Python - Derivatives Quant Team - Tier 1 bank

  • Excellent
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • ITS-City Ltd
  • 20 Mar 18 2018-03-20

We are seeking a Quant Developer to join a quant team in London. Helping with strategic initiatives project work, using Python.

The strategic implementation team is in charge of designing and implementing the modelling groups 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 modelling, including workflow systems, testing automation and the independent model library.

Key Responsibilities:

The position is a quantitative developer role to develop, optimise, extend and maintain the infrastructure which underpins the core modelliing workflow.  The role will include 

  • Development of controls around the classification and appropriate usage of models used within the Bank
  • Development and management of the Python production processes related to the test infrastructure used by modelling team.
  • Ensuring the consistency and maintaining the integrity of the relevant control processes related to validation evidence and documentation
  • Collating business requirements from model users and driving design decisions as part of system development to meet evolving requirements, many of which are business-critical.
  • Developing components of the independent model library.

You will have:

  • Essential strong knowledge in Python 3, experience to apply, adapt and extend existing Python packages
  • Essential experience with Python scientific stack (SciPy, Pandas, IPython)
  • Experience with distributed computing in Python
  • Experience in Test Driven Development techniques
  • Experience with C++ is a plus though not required. There may be a few C++ libraries left to be wrapped up for using in Python
  • Hands-on approach with focus on pragmatic solutions in a small environment
  • Experience using Continuous Integration and Test Driven Development techniques 
  • Some knowledge of international financial markets, derivatives products  and models

Send your CV for immediate consideration.
Contact ITS City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 176 6648