Back to search
Position: Risk Quant Developer
Location: South East London (Hybrid – 3 days onsite per week)
Rate: £700-£725/Day Inside IR35
Start Date: ASAP
Interview Process: 2 stage
Contract Length: 6-12 months + chance for extension
Risk Quant Developer Key Responsibilities:
- Develop and implement quantitative models for market, credit, and liquidity risk.
- Build and maintain risk management systems, including tools for portfolio risk analysis, stress testing, and scenario analysis.
- Collaborate with trading and risk teams to understand risk exposures and implement risk models.
- Design, develop, and deploy quantitative analytics and tools for real-time risk monitoring and reporting.
- Optimize performance of risk models, ensuring they scale for large datasets and complex instruments.
- Assist in the development of new risk methodologies and improve existing ones.
- Perform in-depth testing and validation of risk models to ensure accuracy and robustness.
- Provide ongoing technical support and enhancements for risk management applications.
Risk Quant Developer Key Qualifications:
- Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or similar.
- Strong programming skills in languages ideally in Python or C++
- Solid understanding of financial markets, derivatives, and risk management practices.
- Experience in building and deploying financial risk models and systems.
- Familiarity with risk management tools like VaR (Value at Risk), CVaR, Monte Carlo simulations, stress testing, and scenario analysis.
- Knowledge of databases (SQL, NoSQL) and data analytics tools (e.g., pandas, NumPy, R).
- Experience working with large financial datasets and performance optimization in risk management applications.
- Experience of working within the financial services, trading or investment banking space - highly desirable
If this role is of interest, please apply now.
