Front Office Quant Developer – Credit Risk

JR United Kingdom; London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

A leading investment banking client is seeking a Front Office Quant Developer for a Credit Transformation project in London. The role is hybrid and requires expertise in derivatives risk engines and risk validation. You will be involved in key tasks supporting the Global Markets Credit Quant Research Team.

Qualifications

• Proven experience with derivatives risk engines.
• Skilled in risk and PnL validation.
• Familiarity with Credit derivatives libraries.

Responsibilities

• Support a major Credit Transformation project.
• Integrate with risk validation systems.

Skills

Derivatives risk engines

Risk validation

PnL validation

Credit derivatives libraries

Tools

GPrime

FirstLIB

Job description

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Front Office Quant Developer – Credit Risk, London

Client:

Lorien

Location:

London, United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

Job Views:

4

Posted:

04.06.2025

Expiry Date:

19.07.2025

Job Description:

Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit Quant Research Team.

• Location: London (Hybrid – 2-3 days/week in office)
• Contract: 12 months
• Start: ASAP
• Proven experience with derivatives risk engines
• Skilled in risk and PnL validation
• Familiarity with Credit derivatives libraries
• Experience integrating with GPrime or FirstLIB is a plus