Londres, Angleterre, Royaume-Uni
This is a great opportunity to join a traded credit analytics team in enhancing and extending the Market Risk system. You will be required to address issues including large scale library development, handling large volumes of data, and timely accurate calculation of regulatory risk numbers.
- Developing new analytical libraries readily deployable to production risk engine.
- Reverse engineering the code in the old platform which is written in a third party, proprietary language.
- Retrofitting more tests to the old platform, as well as enhancing the test coverage of the new platform.
- Supporting multiple programming languages (including C++, Matlab, Java, Python and a third party proprietary language).
- Minimum Technical Requirements: C++ and either Python or Java.
- A degree in a numerate discipline.
- Strong communication skills, proactive, problem-solving driven, not afraid of challenges, engaged and enthusiastic.
- Strong software engineering background. Ideally, prior Quant development experience in Market risk.