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Python Quant Developer

Eingestellt von Empiric Solutions

Gesuchte Skills: Python, Engineering, Client

Projektbeschreibung

PYTHON QUANT DEVELOPER

Investment Banking - Python Quant Developer: Python, C++, Quantitative skills, Monte carlo, derivatives, cash flows, discounting, yield curves, algorithms, data structures, unit testing, TDD

EDUCATION:

MSc level or higher in quantitative subjects ie computer science, engineering, physics or mathematics.

ESSENTIAL:

Strong Python coding ability

Confident with Financial concepts (derivatives, cash flows, yield curve).

Familiar to algorithms and large data sets/structures

BENEFICIAL:

Dependency graphs

Counterparty risk exposure (CCR or CVA)

Monte Carlo

Our investment banking client is currently seeking a Python Developer from a quantitative background to join a highly skilled yet relatively new framework team responsible for exposing the banks counterparty risk models to users in risk and the Front Office. As this framework is relatively new the successful candidate will have the opportunity to break new ground. The team is following an informal agile method.

A numerical background is required however, this does not have to be from an Investment banking background.

If you are interested please send your CV to (see below)

Projektdetails

  • Einsatzort:

    London, Vereinigtes Königreich

  • Projektbeginn:

    asap

  • Projektdauer:

    6 months Initially With Renewals on Offer Depending on Performance

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Empiric Solutions