Quant Analyst Developer, Python, Backtesting, Credit Risk - London, United Kingdom,
Our client is a London based Tier 1 investment bank who are looking for an experienced Quantitative Risk Developer to join their team
* Responsible for building up the counterparty credit risk backtesting framework for Financing/Repo Trades.
* Provide improvement of the existing backtesting framework on request.
* Provide analytical support on various model testing and monitoring initiatives. Produce model performance report for senior management.
* Play a key role in the investigation process of the models defects and exceptions. Raising new issues and tracking existing issues to the model development team.
* Collaborate with other groups in the model performance team to enhance the model limitation and model monitoring system.
* Relative working experience in a relative field (Counterparty Credit Risk, Middle OfficeRisk, Front Office Market Risk, etc.)
* Master degree and above, preferably in quantitative finance or a quantitative field.
* Broad financial product knowledge especially in Financing/Repo Trades.
* Experience in data analysis, with strong research and analytical skills
* Strong programming skills in Python (equivalent object-oriented programming experience could also be considered)
* Strong written and oral communication, interpersonal and organizational skills and ability to build and maintain relationships with personnel across areas and regions
* Strong work ethic and ability to drive results
* Ability to multitask with strong time management skills
* High level of attention to details
* Working knowledge of Counterparty Credit Risk (model, risk mitigation, exposure modelling, etc.)
* Good knowledge in derivative pricing
If you would like to apply for this role, please send a copy of your CV to Kate Evans as soon as you can quoting reference GPQuant
We look forward to hearing from you