Python Quantitative Developer

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:


  • Salary:


  • Contact:

    Phoebe Cheung

  • Contact email:

  • Job ref:

    PCH - Quant Risk_1574243835

  • Published:

    10 months ago

  • Expiry date:


  • Consultant:


My client, a top tier financial institution is looking for a Python Quantitative Developer contractor to join their rates product team. This is a 6 months rolling contract based in London.


  • Assist in full project lifecycle, from interpreting business requirements and functional design, performing unit and functional testing and issue resolution.
  • This is an ideal role for someone who is eager to learn and thrive in a challenging environment.
  • The role will report into Head of Risk Change and would be a long term role with view to become permanent for the right candidate.
  • This is a technical role and candidates applying for this role must be proficient with either Python/ C++/ Java.
  • They will be engaging with senior stakeholder at all levels so must be able to demonstrate relationship building skills.


  • Ideally at least 2 years' relevant experience
  • Strong background in either of these programming languages such as Python, C++ or Java
  • Practical experience of market risk within an investment bank or financial services
  • Strong knowledge of interest rate derivatives and understanding of full product lifecycle
  • Effective communicator and able to work autonomously
  • Has knowledge and practical experience of market risk concepts, e.g. Market Data (curves and volatility surfaces), Pricing and Sensitivities.
  • Has a strong understanding of the valuation and product specification for instrument traded in the Interest Rate Derivatives market.
  • Highly numerate with a degree in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters level.

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