Senior Python Developer - FRTB

Crisil; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

Global Investment Banking Client is seeking a talented Python developer to join a cross-functional team delivering strategic and tactical solutions for Global Markets, Capital Markets, and Treasury. As a senior developer, you will contribute design, analytics, development, testing, and application programming to solve complex business problems within an Agile environment.

You will collaborate with FO, market risk, front office, quants, and technology groups, mentoring junior team members and

Qualifications

• Strong Python developer with experience in cross-product teams.
• Exposure to investment banking or financial services environments.
• Experience working in an Agile software development process.

Responsibilities

• Develop strategic and tactical Python solutions for finance functions.
• Work within an Agile team, writing requirements and specifications.
• Prototype business solutions and enhance processes for testing and monitoring models.
• Mentor junior team members and collaborate with FO, risk, and quants teams.

Skills

Python

Agile development

Software design

Analytical skills

Cross-functional collaboration

Job description

We are looking for a talented and experienced Python developer for our Global Investment Banking Client.

• Strong Python developer joining bank’s cross product team providing support to various other functions like Global Markets, Capital Markets & Corporate Investment & Treasury, in terms of providing them with strategic or tactical solutions via tools/application.
• As a senior developer, you will draw on your deep knowledge of design, analytics, development, coding, testing and application programming to solve complex business problems
• You will be working within an Agile team, writing requirements and specifications, developing strategic or tactical solutions, and maintaining existing code.
• Primary task would be to help various internal bank clients with analytical support, prototyping business solutions, process re-engineering, design and enhance the process for testing & monitoring model restrictions & model usages.
• The work would involve interacting with stakeholders like FO, market risk (FRTB), front office, quants, and technology teams to understand requirements and perform the work.
• As the successful applicant you will be responsible for supporting modern agile software development methods, including educating & mentoring less experienced OOP team members.
• Overall the work will be flexible based on client requirements.

Skills Required:

• Excellent hands-on & leading application development projects with Python
• Exposure in developing/supporting applications/tools for FO trading desks or Risk teams
• Exposure to risk and pricing libraries at Investment Bank, good understanding of market data & its derived objects like Yield Curve, IR Vol surfaces, Eq Vol etc.
• Excellent Analytical skills
• Experience on participating in end-to-end development lifecycle in a rigorous test driven software development environment
• Experience of Agile software development process is desirable
• Experience on developing and delivering scalable applications
• Hands on experience in FRTB related projects