Description
Python Quant Developer
Investment Banking - Python Quant Developer: Python, C++, Quantitative skills, Monte carlo, derivatives, cash flows, discounting, yield curves, algorithms, data structures, unit testing, TDD
Education:
MSc level or higher in quantitative subjects ie computer science, engineering, physics or mathematics.
Essential:
Strong Python coding ability
Confident with Financial concepts (derivatives, cash flows, yield curve).
Familiar to algorithms and large data sets/structures
Beneficial:
Dependency graphs
Counterparty risk exposure (CCR or CVA)
Monte Carlo
Our investment banking client is currently seeking a Python Developer from a quantitative background to join a highly skilled yet relatively new framework team responsible for exposing the banks counterparty risk models to users in risk and the Front Office. As this framework is relatively new the successful candidate will have the opportunity to break new ground. The team is following an informal agile method.
A numerical background is required however, this does not have to be from an Investment banking background.
If you are interested please send your CV to (see below)