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Python (Jython) Market Risk Developer - Counterparty Credit - Investment Bank

Posted 2 days 6 hours ago by Adlam Consulting Ltd

£750 Daily
Contract
Not Specified
Other
London, United Kingdom
Job Description

Python (Jython) Market Risk Developer - Counterparty Market Credit RISK - Investment Bank

SKILLS -

Python experience ESSENTIAL - Jython is a nice to have

SQL experience

Quant experience would be a nice to have - a background on FCA degrees would be a plus

Investment banking experience is ideal, but within risk as well

Will consider different backgrounds but looking for experience

ROLE
Responsible for producing regulatory reporting figures for risk management

Counterparty risk, credit risk

Developing complex systems which aids with trades - helps the bank produce capital figures/measures/calculations

On a daily basis produce the systems, value at risk, complex application with lots of components and technology used.

Python and Jython related code - extracts all the daily positions from the data warehouse - either do some calculations, some screens based on the outputs from the scripts.

The successful candidate will be expected to fulfil the role of a Market Risk Measures Python developer as follows:

  • Be part of a growing team that is at the heart of our investment in regulatory and business driven change
  • Design, build, and maintain efficient, reusable, and reliable Python code
  • Rapidly prototyping solutions to quickly prove/disprove new concepts
  • Design and implementation of low-latency, high-availability, and performant applications
  • Deal processing and integration into the system
  • Risk Metric Calculation
  • Ensure the best possible performance, quality, and responsiveness of the applications
  • Identify bottlenecks and bugs, and devise solutions to these problems
  • Help maintain code quality, organization, and automation

This role offers hybrid working 50% and is inside IR35 Umbrella

Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location

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