How is Python used in quantitative finance

Quantitative Finance Developer - Python

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For more than 200 years, our global Financial Services Client has been helping people around the world connect with what matters most to them. The company is one of the world's leading financial institutions, serving individual consumers, small and middle-market businesses and large corporations with a full range of banking, investing, asset management and other financial and risk management products and services.

Summary
The Quantitative Finance Analyst role sits within the Global Markets Process Engineering team, which is part of the broader Global Risk Analytic function at the business. The remit of the team is to develop analytic processes for automation of the many of the regulatory reporting pipelines in Global Markets Risk. The team works very closely with technology as well as the various modeling groups within Global Risk Analytic. In a wider context all process and analytic components are being migrated into the new strategic core risk platform.

Role Description
- Development, testing, documentation of automation processes: these may include risk factor simulation models, pricing models, aggregation models as well as back-testing methodology
- Improvements to model development infrastructure, such as test harnesses, support utilities, visualization tools.

Qualifications
- Master's degree or higher in Mathematics, Statistics, Physics or a related field and experience working in quantitative modeling on Fixed Income or commodity products on behalf of a global financial institution.
- 5+ years of industry related & applicable work experience (a combination of Big 4 and industry experience acceptable).

Skills
-
Experience with mathematically sophisticated financial modeling- Ability to express technical concepts clearly in written and spoken English- Programming skills: key languages ​​are Python, JavaScript; a solid understanding of sound software development principles- Up-to-date knowledge of industry trends and developments, a commercial instinct, and an understanding of sound risk management principles.

Competencies
- Good written and oral communication, interpersonal and organization skills and ability to build and maintain relationships with personnel across areas and regions
- Ability to multitask with excellent time management skills

Candidates will ideally show evidence of the above in their CV in order to be considered.

Please be advised if you haven't heard from us within 48 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.

Pontoon is an employment consultancy and operates as an equal opportunities employer.