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My client, on behalf of a leading global financial institution, are searching for a driven and innovative individual to join on a contractor basis as a Quant Developer.
The role requires an excellent quantitative developer who has experience migrating an IRC model to the DRC model, in line with FRTB. In order for the project to comply with my client's Internal Model methodology, the ideal candidate will have strong experience in Python (full stack), as well as being well-versed in large-scale distributed data and computing tools. Furthermore, it would be useful if the individual had some background in software engineering, with exposure to developing scalable analytical libraries and applications.
Masters or PhD in Maths, Computer Science, Finance or related field
Experience in library development and implementation
Familiarity with numerical and statistical libraries
Machine learning exposure
Good verbal and written communication in English
Internal Number: 4607239
About Charles Levick
eFinancialCareers is a career site specializing in financial services.