Full lifecycle experience on large, complex business and/or IT change programmes . In-depth understanding of key market risk measure s, e.g. Greeks/sensitivities, VaR, ES. Familiarity with a wide range of asset classes (e.g. fixed income, equities, derivatives). Experience working on FRTB implementation projects. Exposure More ❯
of exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work in More ❯
developer proficient in Python and modern web development frameworks (e.g. Django, Flask, Asyncio/Aiohttp). Sound understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities and Stress testing, etc.) and portfolio management concepts. Bachelor's or higher degree in Computer Science or related field of study Demonstrated ability to More ❯
