Quant Developer

Location:
London / Glasgow

Length:
6 months

PAYE only
Overall purpose of the role
Are you a highly skilled Quant Developer with a passion for driving critical risk model migrations? Do you excel in Python and possess a strong foundational knowledge of econometrics and time series analysis?
We are seeking an ambitious and technically proficient
Credit Quant Developer
to join a critical team within our Investment Banking division. This 6-month contract role offers a unique opportunity to contribute directly to the stability and efficiency of our quantitative credit banking book models.

This role is focused on the
risk side of quantitative finance
(Market/Credit/Interest Rate Risk), moving away from pure desk quant/pricing models. You will be instrumental in a key project to migrate and translate existing model code, primarily from R to Python, ensuring new structures are logical, adaptable and easily maintained.

Key Accountabiliti...