Quant Developer

Quant Developer
  • Competitive
    ANNUM
  • Contract
  • London, England, UK London London GBR eh5 2gn
Job Ref: 50214255
Sector: Data & Analytics
Date Added: 07 June 2021

Quant Developer

London (working from home)

6 months initially

££ Excellent Daily Rate (inside IR35)

Lorien's leading London based client is currently looking for a highly skilled Quant Developer to join the team on an initial 6 month contract.

The roles are to design and rapid prototype a new Reverse Stress Testing tool to work across Market Risk, Credit Risk and Counterparty Credit Risk.

The successful candidate will have experience of the following -

  • Hands on Developer
  • Python (inc numpy, scipy, pandas etc) / C++ / Java
  • Experience of building Reverse Stress Testing tools
  • Quant experience, use of factor models, dimensionality reduction, sparce grid search
  • Containerisation, microservices, wider full stack development experience is desirable

Candidates will work closely with other business users who are based in London with SME knowledge.

We are an equal opportunities employer and welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation, gender reassignment, marriage and civil partnerships, pregnancy or maternity or age

Lorien
07/07/2021 15:36:24
GBP Annum
Contact Consultant:
Fiona McDonald

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