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Market Risk Quant Developer

3 months ago

London, Greater London, United Kingdom Vertus Partners Full time


Market Risk Quant Developer - Systematic FundOur client, a global Systematic Trading Firm, are looking to build a new function within their central technology team, predominantly focused on Market Risk.

This will be a deeply technical role, working across Market-Leading strategies to calculate their Risk, working side by side with the Quant Researchers within the strategies.

The work in this team is predominantly greenfield, with multiple years of projects already planned and approved.

You'd be a great candidate if you have the following experience:
Deep Market Risk knowledge, preferably from a Tier One Bank or Hedge Fund.
Strong Python or Java coding experience.
Cross Asset Derivatives experience, with a deep understanding of working with Front Office Stakeholders.
A Degree from a Top Tier University in a Quantitative/STEM Field.

This is a fantastic opportunity to work across business lines with some of London's brightest Quants and Engineers - if you're interested, please apply through this advert.