Market Risk/Quant Developer (Python)
- London, Greater London (GBR)
- £590 - £762 Per Day
- 6 Months
- Start date: ASAP
- 3 positions available
- Ref: HSBCJP00046591
- risk analytics
- trading
- python
- credit
- frtb
- fx
- github
- data science
- coding
- deep learning
Title: Market Risk/Quant Developer (Python)
Location: London – min 2 days a week onsite
Length: 6 months
Rate: £762 Inside IR35
Experis are currently on the lookout for a FRTB IAM Consultant to join one of our large banking clients.
Role Objectives
· As part of the Fundamental Review of the Trading Book regulation, the client needs to work on a large-scale regulatory application document before 2025.
· The ideal candidate will have a blend of expertise market/Capital/Credit risks and also have the coding experience when required.
Technical Experience
· Successful application to the regulators of the new capital model
• Understanding of capital calculation, eg VaR, tail risk
• Liaise with stakeholders in Traded Risk such that FRTB deliveries is in line with the expectations from stakeholders.
• Support the Global head of regulatory and capital implementation.
• Provide guidance and input into the IMA application for submission to the regulator.
• Python as a core language for development
• Regulatory & Risk Analytics
• Experience of Market risk, Equities, Capital Risk or FX
• SDK and IDE experience and good practices, e.g. using git, github, VSCode / pyCharm, commenting code at scale.
• Experience using pytorch for deep learning modelling/inferencing
• Some experience on code optimisation that you can share
• An understanding of product development and ownership, desire to move fast and make a difference with state-of-the-art technology and data science
