Quant Developer - FRTB and Scala
Senior Quant Developer - FRTB (Scala)
Permanent
London - Hybrid
We are supporting a major financial markets programme and are looking for experienced Quant Developers to help deliver and enhance a strategic FRTB Internal Models Approach (IMA) solution.
This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms.
Responsibilities:
Developing and enhancing FRTB IMA risk calculation frameworks
Building scalable analytics and reporting solutions
Working closely with Quantitative Research, Market Risk and Front Office
stakeholders
Optimising performance and improving risk calculation workflows
Contributing to the design of strategic risk technology platforms
Skills and Experience:
Strong commercial experience with Scala development
Solid understanding of functional programming principles
Experience within Market Risk, Quantitative Development or Risk Analytics
environments
Knowledge of FRTB, particularly IMA, highly desirable
Experience working with large-scale risk engines, pricing models or analytics
platforms
Exposure to KDB/Q is advantageous but not essential
Strong problem-solving skills and ability to work directly with business
stakeholders
Ideal Background:
7-10+ years' experience in Quant Development or Financial Markets Technology
Experience within Investment Banking, Capital Markets, Hedge Funds or Financial
Services
Strong understanding of risk calculations, market data and quantitative modelling
environments
Comfortable working in Agile delivery teams
If you are a Scala Developer with a background in Quantitative Development, Market Risk or Regulatory Technology and would like to hear more, please get in touch.
CBSbutler is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. CBSbutler is an Equal Opportunities employer and we encourage applicants from all backgrounds.
Permanent
London - Hybrid
We are supporting a major financial markets programme and are looking for experienced Quant Developers to help deliver and enhance a strategic FRTB Internal Models Approach (IMA) solution.
This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms.
Responsibilities:
Developing and enhancing FRTB IMA risk calculation frameworks
Building scalable analytics and reporting solutions
Working closely with Quantitative Research, Market Risk and Front Office
stakeholders
Optimising performance and improving risk calculation workflows
Contributing to the design of strategic risk technology platforms
Skills and Experience:
Strong commercial experience with Scala development
Solid understanding of functional programming principles
Experience within Market Risk, Quantitative Development or Risk Analytics
environments
Knowledge of FRTB, particularly IMA, highly desirable
Experience working with large-scale risk engines, pricing models or analytics
platforms
Exposure to KDB/Q is advantageous but not essential
Strong problem-solving skills and ability to work directly with business
stakeholders
Ideal Background:
7-10+ years' experience in Quant Development or Financial Markets Technology
Experience within Investment Banking, Capital Markets, Hedge Funds or Financial
Services
Strong understanding of risk calculations, market data and quantitative modelling
environments
Comfortable working in Agile delivery teams
If you are a Scala Developer with a background in Quantitative Development, Market Risk or Regulatory Technology and would like to hear more, please get in touch.
CBSbutler is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. CBSbutler is an Equal Opportunities employer and we encourage applicants from all backgrounds.