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    Risk Quant Dev - London, United Kingdom - Millar Associates

    Millar Associates
    Millar Associates London, United Kingdom

    Found in: Talent UK C2 - 4 days ago

    Default job background
    Description

    Risk Quant Dev (VP, Dir), Large Hedge Fund (London & NYC)

    London & New York Ref: RQD-2110 Total to £225K + Benefits Large Hedge Fund / Investment Manager Market Risk models & tools (Sensitivities, Stress, VAR) with C#, Python, SQL

    This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York. Reporting to the Head of Quant Risk, they now seek a skilled Quant Developer to work on core market risk projects such as calculation of Sensitivities, Stress Scenarios and VaR. You'll work closely with the Risk Management team to define & implement solutions and also interact with Quants & Quant Devs who build pricing and analytics capabilities.

    This is a wonderful opportunity to deepen your understanding of Market Risk models & tools with cross-asset exposure to a wide variety of derivative instruments from a buy-side perspective.

    ESSENTIAL:

  • 3-6 years working on core market risk projects such as calculation of Sensitivities, Stress Scenarios & VaR
  • Or, 3-6 yrs in a related financial area, e.g. market risk, pricing/analytics or market data
  • 3 yrs+ experience in C# and Python (or Java)
  • Strong experience with Databases, Data & strong SQL, data analysis skills
  • Honours degree or Masters in a technical discipline
  • DESIRABLE:

  • Experience with AWS, CI/CD, Docker, Kubernetes
  • Experience with Spring or similar
  • Experience with message queues and/or stream processing
  • Excellent analytical skills
  • Strong verbal and written communication skills

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