An innovative and award winning service led consultancy are looking for an experienced Quant Developer to work onsite with a major Investment bank. Working closely alongside the traders in the Front Office Equities area you will be responsible for supporting and driving the development of the front office quant team on credit &/or market risk related projects.
Assisting clients with risk methodology / model implementation & validation
Support the FO quant team on Risk related projects I.e. Credit or Market risk
Implementation and delivery of in-house risk tools and models
Required skills and experience:
At least 18 months experience as a Quantitative developer within an investment bank/financial services institution
PhD / MSc in Mathematics/Financial Engineering/Physics or another related subject
Expert knowledge of programming languages such as C++ and VBA.
Experience working within Equities Front Office
Extensive Knowledge of Market or Credit Risk