Quantitative Developer - Python / Java - Market Risk & FRTB

Quantitative Developer - Python / Java - Market Risk & FRTB

Based in London - hybrid - 2-3 days per week

Permanent

£70K - £110K

We are seeking experienced Python or Java Developers with exposure to Quantitative Analytics, Market Risk and Financial Markets to join a specialist technology team working on critical risk analytics and regulatory solutions. This is a hands-on technical role sitting between Quantitative Research, Risk Strats and Engineering. You will combine software development expertise with an understanding of market risk analytics and the FRTB Internal Models Approach (IMA).

Responsibilities

• Design, develop and enhance enterprise-scale risk and analytics applications.
• Translate quantitative and regulatory requirements into technical solutions.
• Develop & implement testing frameworks, analytical validation & data processing

solutions.

• Work with time-series data, risk analytics and complex financial systems.
• Validate model outputs, testing results and risk factor data.
• Collaborate with Quantitative, Risk and Engineering teams on design and problem-

solving.

Skills and Experience

• Strong commercial experience with either Python or Java (both are not required).
• Experience developing and enhancing complex enterprise applications.
• Understanding of Market Risk, Capital Markets or Risk Technology.
• Knowledge of quantitative analytics, data validation and testing methodologies.
• Understanding of FRTB, particularly the Internal Models Approach (IMA).
• Experience with time-series data processing and financial market data.

Desirable

• Experience with risk engines or market risk platforms.
• Risk factor eligibility testing and model validation.
• Bloomberg data integration.
• Risk factor modelling and regulatory capital calculations.

Please apply for immediate interview!

CBSbutler is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. CBSbutler is an Equal Opportunities employer and we encourage applicants from all backgrounds