Senior Quant Developer

Rolling contract inside IR35.

Role/Responsibilities:

• Python Blackrock

• Model Risk Transformation Project - System and Tooling Workstream - Building Standard Code Library for Risk
• Market Risk Models and Credit - Interaction between the two teams - Quant Developer - Market Risk than Credit Risk.
• Building from the beginning - lots of IT Challenges - Python Code
• Migrating from library, tweaking, methodology.

Skills:

• Quant Developer
• Python: Blackrock
• numeric data processing: numpy, scipy
• text data processing: pyarrow, pandas
• databases: sqlalchemy, psycopg
• parallelization: multiprocessing, concurrent.futures

Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.