Quantitative Developer: Market Risk & FRTB | Hybrid London

CBSbutler

City Of London

Hybrid

GBP 70,000 - 110,000

Full time

3 days ago

Be an early applicant

Get a reply from this employer

Your resume and cover letter, tailored to exactly what they’re hiring for.

Get past ATS filters

Job summary

CBSbutler Holdings Limited trading as CBSbutler seeks a Quantitative Developer with Python or Java experience to join its Market Risk and FRTB initiatives in London. The role is hybrid, based in London with 2-3 days on-site, and focuses on translating regulatory requirements into scalable software solutions.

You will work between Quant, Risk and Engineering teams on analytics, testing frameworks and data processing for regulatory capital calculations.

Qualifications

Strong commercial experience with Python or Java.
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, 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 regulatory requirements into technical solutions.
Develop and 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.