Market Risk Quant Developer - Systematic Fund

Our 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.

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 and 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.