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Risk Quant Dev

3 months ago

London, Greater London, United Kingdom Millar Associates Full time

Risk Quant Dev (VP, Dir), Large Hedge Fund (London & NYC)

London & New York Ref: RQD-2110 Total to £225K + Benefits Large Hedge Fund / Investment Manager Market Risk models & tools (Sensitivities, Stress, VAR) with C#, Python, SQL

This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York. Reporting to the Head of Quant Risk, they now seek a skilled Quant Developer to work on core market risk projects such as calculation of Sensitivities, Stress Scenarios and VaR. You'll work closely with the Risk Management team to define & implement solutions and also interact with Quants & Quant Devs who build pricing and analytics capabilities.

This is a wonderful opportunity to deepen your understanding of Market Risk models & tools with cross-asset exposure to a wide variety of derivative instruments from a buy-side perspective.

ESSENTIAL:

3-6 years working on core market risk projects such as calculation of Sensitivities, Stress Scenarios & VaR Or, 3-6 yrs in a related financial area, e.g. market risk, pricing/analytics or market data 3 yrs+ experience in C# and Python (or Java)
Strong experience with Databases, Data & strong SQL, data analysis skills
Honours degree or Masters in a technical discipline

DESIRABLE:

Experience with AWS, CI/CD, Docker, Kubernetes Experience with Spring or similar Experience with message queues and/or stream processing Excellent analytical skills
Strong verbal and written communication skills