Python Market Risk Quantitative Developer

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:


  • Salary:


  • Contact:

    Phoebe Cheung

  • Contact email:

  • Job ref:

    PCH - Quant Risk_1606217951

  • Published:

    11 months ago

  • Expiry date:


One of our clients, a Financial Services Institution is looking for Python Market Risk Quantitative Developers to join their Model Risk Analytics team. This is a permanent role based in London.


  • Perform technical validation of pricing and risk models. This consists in assessing the conceptual soundness, performance and implementation of a model as well as the use, compliance with regulation and performing quantitative analyses, independent testing and challenging of data and models
  • Writing high quality, detailed validation reports. These include a detailed scope, model description, testing results and recommendations for model enhancements
  • Interacting with model owners, model developers, senior management etc, by whom your report and recommendations will be discussed and challenged
  • Developing and maintaining analytics library used to support validation and on-going monitoring activities
  • Providing expert assistance to team members on an existing codebase (Python, SQL, VBA)
  • Acting as an expert sounding board on quantitative matters, providing support to other team members


  • Minimum 3 to 5 years work experience as a Quantitative Analyst in either a Model Development or Validation Role at a financial services institution
  • Professional and/or academic experience designing and developing applications and analytical libraries
  • A postgraduate degree in a quantitative discipline (i.e., mathematics, computer science)
  • Advanced programming in Python

For more details, please send your CV to

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