Opportunity

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.

RESPONSIBILITIES:

• 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

EXPERIENCE:

• 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)

Interested?

Apply now!

archie.odonovan@harringtonstarr.com