Permanent Credit Risk Developer Jobs in Central London

3 of 3 Permanent Credit Risk Developer Jobs in Central London

Front Office Quant Developer – Credit Risk

City of London, England, United Kingdom
Hybrid / WFH Options
Lorien
Front Office Quant DeveloperCredit Risk | £800–£1,000/day (Inside IR35) | 12-Month Contract Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit Quant Research Team. Key Details: Location: London (Hybrid …/week in office) Contract: 12 months Rate: £800–£1,000/day (via umbrella, Inside IR35) Start: ASAP Essential Skills: Strong C++ development experience Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus More ❯
Posted:

Front Office Quant Developer – Credit Risk

london (city of london), south east england, united kingdom
Hybrid / WFH Options
Lorien
Front Office Quant DeveloperCredit Risk | £800–£1,000/day (Inside IR35) | 12-Month Contract Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit Quant Research Team. Key Details: Location: London (Hybrid …/week in office) Contract: 12 months Rate: £800–£1,000/day (via umbrella, Inside IR35) Start: ASAP Essential Skills: Strong C++ development experience Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus More ❯
Posted:

Front Office Quant Developer – Credit Risk

City of London, England, United Kingdom
Hybrid / WFH Options
JR United Kingdom
Our client, a leading name in the investment banking sector, is seeking a Front Office Quant Developer to support a major Credit Transformation project within their Global Markets Credit Quant Research Team. Location: London (Hybrid – 2-3 days/week in office) Contract: 12 months Start: ASAP Proven experience with derivatives risk engines Skilled in risk and PnL validation Familiarity with Credit derivatives libraries Experience integrating with GPrime or FirstLIB is a plus #J-18808-Ljbffr More ❯
Posted: