Senior Quant Developer: Build Scalable Risk Engine

Validus Risk Management Ltd.; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading financial risk advisory firm is seeking a Senior Analyst – Quantitative Developer to enhance their quantitative risk engine. The role involves designing and optimizing code for financial models and integrating them into client applications. Candidates should have experience in quantitative development, strong Python programming skills, and a Master's degree in a STEM field. This position offers competitive compensation and various benefits including pension contributions and support for professional qualifications.

Benefits

Competitive remuneration package

Pension contributions

Financial support towards professional qualifications

Regular social events

Train ticket loans

Qualifications

• Minimum 2 years of experience in quantitative development, financial engineering, or risk technology.
• Strong programming skills in Python, including experience with numerical libraries and production-quality code.
• Understanding of FX and Interest Rate trade modelling, pricing, and risk management.

Responsibilities

• Design, develop, and maintain components of the in-house quantitative library and risk engine.
• Collaborate with Quant Research and Quant Strategy teams to implement pricing and risk models.
• Work with Technology and Product teams to integrate quant systems into applications.

Skills

Quantitative development

Python programming

Cloud platforms (AWS preferred)

Collaboration across teams

Communication skills

Education

MSc degree in a STEM field

Tools

Rust

C++

Job description

A leading financial risk advisory firm is seeking a Senior Analyst – Quantitative Developer to enhance their quantitative risk engine. The role involves designing and optimizing code for financial models and integrating them into client applications. Candidates should have experience in quantitative development, strong Python programming skills, and a Master's degree in a STEM field. This position offers competitive compensation and various benefits including pension contributions and support for professional qualifications.