Description
A global investment bank are looking for a python quant developer to join there global risk analytics team. They are looking for someone to work on the development, testing, documentation of automation processes: these may include risk factor simulation models, pricing models, aggregation models as well as back testing methodology.
Skills
- Python/C++
- Experience with mathematically sophisticated financial modelling
- Knowledge around market risk including VAR
This is a contract position untill end of the year paying up to £700/day.
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