Banner Default Image


< Return to job search

Quantitative Developer

Job title: Quantitative Developer
Location: London
Industry: Quantitative Finance
Salary: Up to £700 per day (Inside)
Reference: 17726
Contact name: Archie ODonovan
Job published: June 12, 2023

Job description

Quantitative Developer - CONTRACT - London


Does the prospect of utilizing your deep knowledge of Python to implement a portfolio VaR-based Initial Margin model interest you? You will be working on financial risk modelling in Python and showcase technical skills to be used for model calibration, testing and reporting.



  • Develop and implement a portfolio VaR model
  • Maintaining and updating the models managed/developed by the Quant team
  • Develop additional analytics tools to assist in the VaR reporting process



  • Model development in Python and Excel as well as experience using SQL to retrieve data
  • Advanced/Good understanding of Risk models, especially VaR
  • Advanced modelling skills in Python using Object-Orientated Programming (OOP)


YOU MUST HAVE COMMODITIES MARKET EXPERIENCE - derivatives market/instruments (Ideally metals)




Apply now!

Apply for this job

Share this job