Quantitative Developer - Risk and PnL

    London Temporary £700 - £770 per day
  • Developer contract for an international Investment Bank
  • Minimum 6 month contract with possibility of extension

About Our Client

My client is an international Investment Bank in the Financial Services industry.

Job Description

The successful candidate for the Quantitative Developer - Risk and PnL contract role based in London, will fulfil the following:

  • Become familiar with Risk and P&L Methodology
  • Liaise with quantitative research to adapt Risk and P&L Explain calculation following model changes or to improve P&L Explain for existing models
  • Increase coverage of the platform and help roll it out to users not yet on-boarded
  • Participate in the development of the platform to ensure code base remains production level
  • Generally, work in collaboration with Quant Research to ensure high level of availability of the platform
  • Assist traders when they require expert inputs to help them understand their P&L and revenue drivers

The Successful Applicant

To be considered for the Quantitative Developer - Risk and PnL contract role, the candidate must present evidence of the following:

  • Strong knowledge of fixed income flow and FX structured products
  • Understand Profit and Loss calculations
  • Greeks, namely Delta, Gamma, Vega and how they are used to estimate P&L
  • Extensive track record of working with Excel/VBA,SQL:
    • Legacy systems use Excel
  • Previous work with C# / Python / Java:
    • Participation in large scale projects
    • Object oriented programming
    • MVVM Architecture and WPF framework
  • Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
  • Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialisation.
  • Prior work within front office quantitative research (mandatory)
  • Good interpersonal skills.
  • Able to work autonomously within the requirements of the project and the quant team.
  • A hands-on attitude and willingness to make things happen.

What's on Offer

The day rate for this contract role is between £700 and £770 - per day INSIDE IR35

The opportunity for Hybrid working

A chance to work with the quantitative research team of a global bank operating in the Financial services industry

Contact
Whitney Guerra
Quote job ref
JN-012022-4578476
Phone number
+44 207 269 2203

Job summary

Sector
Technology
Subsector
IT Development
Industry
Technology & Telecoms
Location
London
Contract type
Temporary
Consultant name
Whitney Guerra
Consultant phone
+44 207 269 2203
Job reference
JN-012022-4578476