Credit Quant Developer: Python Migration & Risk Analytics

Glocomms; Greater London; Hybrid; GBP 60,000 - 85,000; Full time

Job summary

A leading financial institution in London is looking for a skilled Credit Quant Developer to manage the migration of risk model code from R to Python. This role requires strong programming skills, a solid foundation in econometrics, and the ability to solve complex modeling challenges. Candidates should have experience in the banking sector, with a focus on developing efficient, organized code. Collaborating with a dedicated team, you will ensure that all model code is well-documented and production-ready, enabling adaptability to changing regulatory standards.

Qualifications

• Strong programming ability in Python with version control experience.
• Understanding of econometrics and time-series analysis.
• Banking experience, ideally in a regulated environment.

Responsibilities

• Lead migration of quantitative model code from R to Python.
• Develop scalable code structures for evolving needs.
• Handle model challenges with econometric knowledge.
• Collaborate within the Credit QA team for testing and documentation.

Skills

Programming in Python

Problem solving

Econometrics

Time-series methodologies

Version control (GIT)

Tools

R / R-Studio

C++

Job description

A leading financial institution in London is looking for a skilled Credit Quant Developer to manage the migration of risk model code from R to Python. This role requires strong programming skills, a solid foundation in econometrics, and the ability to solve complex modeling challenges. Candidates should have experience in the banking sector, with a focus on developing efficient, organized code. Collaborating with a dedicated team, you will ensure that all model code is well-documented and production-ready, enabling adaptability to changing regulatory standards.