Not specified; highly competitive base salary + pe...
Python development for production risk models
Derivatives pricing and greeks expertise
Cloud deployment experience aws gcp azure
This role offers the unique opportunity to build and own a best-in-class quantitative risk infrastructure from the ground up within a FTSE 100 fintech
Job Summary
This role offers the unique opportunity to build and own a best-in-class quantitative risk infrastructure from the ground up within a FTSE 100 fintech.
The successful candidate will act as a hands-on player-manager, directly writing code while leading a team of quantitative risk professionals.
You will drive the evolution of risk technology by migrating critical models to cloud environments and integrating machine learning techniques into risk modeling.
Matching Summary
This role offers the unique opportunity to build and own a best-in-class quantitative risk infrastructure from the ground up within a FTSE 100 fintech.
Salary
Not specified; Highly competitive base salary and performance bonus; LTIP participation and comprehensive benefits
Skills & Requirements
Must-have
Python development for production risk models
Derivatives pricing and Greeks expertise
Cloud deployment experience AWS GCP Azure
Stress testing framework design and execution
Machine learning application in risk contexts
Nice-to-have
Commercial partnership with business stakeholders
Experience in hedge fund or prop trading firms
Leadership of quantitative teams as player-manager
Regulatory compliance knowledge FCA BaFin NFA
FRM or PRM certification
Key Requirements
Degree in Mathematics Statistics Physics or Financial Engineering
Proven track record building market risk models at hedge funds or investment banks
Deep expertise in derivatives across equities FX rates commodities and crypto