Quantitative Risk/Developer

London, United Kingdom
04 Feb 2023
06 Mar 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Softwares (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK (incorporated in 2010) has today more than 80 consultants, working for major Capital Markets players in London.


Quanteam UK is working with a major British Investment Bank within their Global Risk Analytic function, our client would like to add additional Quantitative Risk-Developer consultant with strong knowledge around Market Risk, to join a large-scale change programme with a focus of identifying the impact and implementing regulatory change related to FRTB-IMA Programme.

Profile required
  • The consultant will be responsible for developing a sound understanding of methodology, smooth integration of analytics within the function production platform
  • Implementing Risk Analytics for trading desks, release, build and deployment process management and improvement, while delivering the FRTB and other Regulatory measures
  • Working closely in various desks, such as Front Office and Risk Systems Team
  • Ability to work with different stakeholders within the bank
  • Strong Market Risk background with proficient programming language
  • Strong FRTB-Internal Model Approach, working knowledge of changes to capital charges, market risk calculations, and the market risk regulatory reporting landscape
  • Some level of IMA DRC (Default Risk Charge) methodology and processing impact on internal risk systems.

Skills Required:
  • Strong Development working experience
  • Strong Programming language in C++, Python
  • Strong understanding of Market Risk e.g. (VaR, Pricing, Stress Testing, Scenario Analysis)
  • Experience in implementing pricing and risk, PnL, Var quant analytics, other regulatory framework
  • Strong asset classes product knowledge in any of; Rates, FX, Commodities, Credit