Quant Python Developer - Liquidity Risk Model Library

Sanderson iKas
London, United Kingdom
GBP800 - GBP880 per day + Via Umbrella
15 Mar 2023
14 Apr 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
We are currently recruiting for a quant python developer to join the liquidity risk IT group at a large international investment bank.

The role resides within the Liquidity Risk Core Modelling team, which is part of the Quantitative Analysis and Technology department (QAT) of the firm. The team works closely with the Liquidity Risk Model Development team, Change and IT teams, Treasury, and key Businesses globally to develop state of the art liquidity models and analytics.

Key responsibilities
  • Design, implementation, testing, maintenance and documentation of the core framework of the strategic Liquidity Risk Model library (written in Python) on an ongoing basis.
  • Defining and setting up the relevant software development process (SDLC) and its tooling, including: Jenkins pipelines for the automation of tests and build, SonarQube static code analysis, deployment.
  • Defining test cases and implementing unit and integration tests
  • Collaborating with Risk and Finance Technology teams to specify and use RESTful APIs

Key Skills
  • Quantitative development using Python, Pandas. PySpark is a plus
  • Solid understanding of algorithms and data structures and computational complexity
  • TDD
  • Git/SVN/CVS, Jira

Please submit your CV immediatley in order to be considered for this role

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