Quant Developer - FRTB and Scala
Senior Quant Developer - FRTB (Scala)PermanentLondon - HybridWe are supporting a major financial markets programme and are looking for experienced Quant Developers to help deliver and enhance a strategic FRTB Internal Models Approach (IMA) solution.This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms.Responsibilities:* Developing and enhancing FRTB IMA risk calculation frameworks * Building scalable analytics and reporting solutions * Working closely with Quantitative Research, Market Risk and Front Office stakeholders * Optimising performance and improving risk calculation workflows * Contributing to the design of strategic risk technology platforms Skills and Experience:* Strong commercial experience with Scala development * Solid understanding of functional programming principles * Experience within Market Risk, Quantitative Development or Risk Analytics environments * Knowledge of FRTB, particularly IMA, highly desirable * Experience working with large-scale risk engines, pricing models or analytics platforms * Exposure to KDB/Q is advantageous but not essential * Strong problem-solving skills and ability to work directly with business stakeholders Ideal Background:* 7-10+ years'' experience in Quant Development or Financial Markets Technology * Experience within Investment Banking, Capital Markets, Hedge Funds ..... full job details .....
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