Quantitative Risk Developer – Derivatives Portfolio risk
- Location
- Greater London, England, United Kingdom
Level. London, UK. This is a great and versatile role, looking for a Quantitative Developer to join the team responsible for maintaining and enhancing Derivatives risk – Initial Margin Model (IMM) and related analytics infrastructure. This role combines quantitative expertise with strong programming skills to deliver robust, efficient, and scalable solutions … analysis using Pandas, NumPy, and SQL. Familiarity with cloud-based solutions and version control (Git). Solid understanding of risk modelling, margin methodologies, and derivatives pricing. Knowledge of regulatory frameworks such as BCBS-IOSCO, UMR margin requirements, Standardised approach for regulatory capital (FRTB-SA) and or XVA Capital/Exposure ...