My jobs

Quant Analyst Developer, Python, Backtesting, Credit Risk

Entry-level at Pontoon

Quant Analyst Developer, Python, Backtesting, Credit Risk

Entry-level at Pontoon

  • LocationBromley, UK
  • Position levelEntry-level
  • Job period iconFull-time employment
  • Application deadline iconApply by 10 Nov, 2018
  • Start date iconStart date:
  • Visa iconVisa Sponsor
  • CompetitiveCompetitive
Quant Analyst Developer, Bromley, 6 months
Tier One Investment Bank is looking to appoint an Experienced Quantitative Risk Developer to join their team in Bromley on an initial 6 month contract.
Responsibilities:
* Responsible for building up the counterparty credit risk backtesting framework for Financing/Repo Trades.
* Provide improvement of the existing backtesting framework on request.
* Provide analytical support on various model testing and monitoring initiatives. Produce model performance report for senior management.
* Play a key role in the investigation process of the models defects and exceptions. Raising new issues and tracking existing issues to the model development team.
* Collaborate with other groups in the model performance team to enhance the model limitation and model monitoring system.
Required Skills:
* Relative working experience in a relative field (Counterparty Credit Risk, Middle Office Risk, Front Office Market Risk, etc.)
* Master degree and above, preferably in quantitative finance or a quantitative field.
* Broad financial product knowledge especially in Financing/Repo Trades.
* Experience in data analysis, with strong research and analytical skills
* Strong programming skills in Python (equivalent object-oriented programming experience could also be

More hot jobs for you