My global banking client, based in London, is looking for a Senior Financial Engineer/Quant Analyst/Developer to join their team on a contract basis. Initial contract duration is 3 months in a hybrid working model.

Key Skills

• Experience working as a Financial Engineer/Quant Analyst/Quant Developer within a Global Bank

• Python 3.x

• Numpy and pandas

• C++ and knowledge of gRPC and protobuf

• Strong knowledge in Software Engineering, Object Oriented Design and Design Patterns

• Deep understanding of software architecture in particular of distributed systems.

• Deep understanding of algorithms and data structures.

Desirable Skills

• REST, Apache Beam, Docker, Kubernetes

• Experience on valuation adjustments, in particular xVA

• Experience on low latency systems using gRPC and protobuf

Responsibilities

• Design, build and implementation of Traded Risk Quantitative libraries.

• The success of this library will be measured against the time to deployment, time of turnover on bugs, test KPIs

• Delivery of a coding environment that is easy to use, is robust and can be fully re-used

• Work closely with Quant Analysts, IT and Front Office to create synergies across different functions and departments

Please apply now for immediate consideration and further details.

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