Front Office Quant Developer – Credit Risk

JR United Kingdom; Slough; Hybrid; GBP 60,000 - 90,000; Full time

Job summary

A leading investment banking firm is looking for a Front Office Quant Developer to assist with a Credit Transformation project. This hybrid role requires deep expertise in derivatives risk engines and skilled in risk and PnL validation. The position is set to start ASAP.

Responsibilities

• Support a major Credit Transformation project within their Global Markets Credit Quant Research Team.

Skills

Proven experience with derivatives risk engines

Skilled in risk and PnL validation

Familiarity with Credit derivatives libraries

Experience integrating with GPrime or FirstLIB

Job description

Social network you want to login/join with:

Front Office Quant Developer – Credit Risk, Slough

Client:

Lorien

Location:

Slough, 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