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Python Developer - Risk Modeller

Job title: Python Developer - Risk Modeller
Location: London
Industry: Development
Salary: £600-700 per day OUTSIDE ir35
Reference: 16273
Contact name: Barry Ansell
Job published: August 11, 2022

Job description

Contract - OUTSIDE IR35
£600 - £700
per day.
Python Developer for Risk Modelling in Trading, Risk and Stress testing
London - Hybrid

You will be working for a large consultancy who specialise in investment banking - specifically derivatives trading clients. The role focuses on Risk Modelling, Market Risk, VaR and Stress Testing to produce reports for the trading desks and senior management.

Key skills required
  • Strong knowledge of interest rates derivatives such as:
    • Interest Rate Swaps IRS / IRSs / IRS's
    • Overnight Index Swaps OIS / OISs / OIS's
    • Future rate agreements FRA / FRAs / FRA's
    • other products like basis swaps, arbitrage and futures may also be helpful
  • Excellent front office demeanour -  can communicate well in a fast paced trading environment
  • Technical coding strength in Python, Excel and SQL 

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