Market Risk Quant Dev (Python/Java) – Hybrid London

CBSbutler Holdings Limited trading as CBSbutler; Greater London; Hybrid; GBP 70,000 - 110,000; Full time

Job summary

You will design and enhance enterprise-grade risk analytics apps, translate regulatory requirements into technical solutions, and collaborate with Quant, Risk and Engineering teams to deliver robust risk platforms.

Qualifications

• Strong commercial experience with either Python or Java (both are not required).
• Experience developing and enhancing complex enterprise applications.
• Understanding of Market Risk, Capital Markets or Risk Technology.
• Knowledge of quantitative analytics, data validation and testing methodologies.
• Understanding of FRTB, particularly the Internal Models Approach (IMA).
• Experience with time-series data processing and financial market data.

Responsibilities

• Design, develop and enhance enterprise-scale risk and analytics applications.
• Translate quantitative and regulatory requirements into technical solutions.
• Develop & implement testing frameworks, analytical validation & data processing solutions.
• Work with time-series data, risk analytics and complex financial systems.
• Validate model outputs, testing results and risk factor data.
• Collaborate with Quantitative, Risk and Engineering teams on design and problem-solving.

Skills

Python

Java

Time-series data

Market risk analytics

Regulatory knowledge

Tools

Bloomberg data integration

Job description

You will design and enhance enterprise-grade risk analytics apps, translate regulatory requirements into technical solutions, and collaborate with Quant, Risk and Engineering teams to deliver robust risk platforms.