Connecting Talent to opportunity

Connecting Talent to opportunity

IT Quant (Risk) Remote


Job Description:

  • Assist the First Line Risk efforts to build a comprehensive, structured and well documented Python library on a new environment based on recent technology
  • Build Python based script/notebooks/dashboards covering areas such as risk management reports (Margin analysis), controls (data quality reports), analytics (Portfolio analyzer), Default Management tools, Model testing (Backtesting, sensitivity testing)
  • Make sure that all scripts / reports / notebooks / dashboard are robust, reliable and can run locally and on the cloud based infrastructure;
  • Adhere and contribute to ongoing efforts to the library maintenance, including code clarity, code documentation in collaboration with the Quants, IT Quant and BA risk team;
  • Suggest library improvement and/or code refactoring;
  • Draft / Write requirements on risk part when necessary;
  • Write or be involved in test plans and test cases conception as well as potentially execute themĀ  if necessary;
  • Train other resources across FLR team (Quant / Change / Prod as the case may be).
  • Job Type

    Contract, Full Time

  • Work Authorisation

    United Kingdom

  • Industry Sector Banking