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Quant Risk Developer | Outside IR 35 | London

Job description

Quant Risk Developer | Outside IR 35 | London

Position Overview: We are seeking an experienced Quantitative Risk Developer with a strong background in Data Engineering, AWS and risk analytics. The ideal candidate will have expertise in developing and implementing quantitative models and algorithms to assess and mitigate investment risks across various asset classes. The successful candidate will collaborate closely with our risk management team and technology specialists to enhance our risk measurement capabilities and support informed decision-making processes.

  • Develop and maintain quantitative models and algorithms for measuring market risk, credit risk, liquidity risk, and other relevant risk factors.
  • Implement risk analytics tools and frameworks to assess portfolio risk exposures, stress testing, and scenario analysis.
  • Collaborate with portfolio managers, traders, and risk managers to understand risk requirements and translate them into quantitative solutions.
  • Conduct research and analysis to enhance risk models and methodologies, incorporating industry best practices and regulatory guidelines.
  • Work closely with technology teams to integrate risk models into our proprietary systems and platforms.
  • Bachelor's or Master's degree in Mathematics, Statistics, Computer Science, Financial Engineering, or a related field.
  • MExperience as a Quantitative Risk Developer or similar role in the asset management industry or financial services sector.
  • Strong proficiency in programming languages such as Python, R, or C++ for quantitative modeling and data analysis/Engineering
  • Solid understanding of financial markets, investment products, and risk management concepts.
  • Experience with quantitative modeling libraries and frameworks (e.g., QuantLib, TensorFlow, PyTorch).
  • Knowledge of risk metrics and methodologies (e.g., VaR, CVaR, stress testing, scenario analysis).

If this sounds like you, please do get in touch!