VP Senior Python Developer - Risk Technology

Python Developer - Market Risk Technology London VP Level £150,000 base + bonus Hybrid We are working with a leading global investment bank that is continuing to invest heavily in the build out of a new generation Risk Management platform. The programme is replacing and modernising legacy risk infrastructure with a scalable platform designed to support Risk Managers across multiple asset classes. Equities have already been onboarded, with further areas including FX, Fixed Income and Mortgages still to be built out. They are now looking for an experienced Python Developer with strong Market Risk knowledge to join the team and play a hands on role in the continued development of the platform. The Role You will work closely with Risk Managers and technology teams to design, build and enhance scalable risk applications, taking ownership of technically challenging problems across risk generation, calculation and analysis. The work includes: • Building high performance risk applications primarily in Python • Developing functionality as new asset classes are onboarded to the platform • Working with large position, reference and market data sets held within Snowflake • Improving the performance of distributed risk calculations • Investigating pricing and risk discrepancies between the new and legacy platforms • Working directly with Risk Managers to understand requirements and translate them into technical solutions • Supporting risk measures including VaR, Greeks, sensitivities and ..... full job details .....