Description
A well known financial institution is looking a junior quant developer with between 4 - 6 years experience in investment banking.
Role:
- Work within the Collateral & Liquidity Management Business Risk with specific delivery on enhancing current models for resilience relating to collateral and liquidity, Haircuts, and Default management
- Enhancing and stabilising current models that have been built using R Studio
- Building R Shiny Applications and leverage on models already built within the team
Key Skills/Experience:
- Advanced Coding skills required In R
- Knowledge of Mongo DB
- Good knowledge of Fixed Income and Credit products
- Bloomberg + Reuters data manipulation
- Good knowledge of Risk and Liquidity
Eames Consulting is acting as an Employment Business in relation to this vacancy.