Quantitative Analyst / Developer Job in London

Quantitative Analyst / Developer Job in London. Apply for the latest London jobs in Accounting/Financial/Insurance.

Quantitative Analyst / Developer Job in London

Job Description
We are AMS. We are a global total workforce solutions firm; we enable organisations to thrive in an age of constant change by building, re-shaping, and optimising workforces. Our Contingent Workforce Solutions (CWS) is one of our service offerings; we act as an extension of our clients' recruitment team and provide professional interim and temporary resources.

Our investment banking client has been present in the UK for more than 150 years, they're a long-term partner to British business. Today, the Group is formed of 10 divisions and employs 9,300 staff based in 21 core locations right across the country. Their role is simply stated: help clients achieve their goals by combining local know-how and global reach. In so doing, they seek to make a positive, sustainable contribution to both the UK economy and society.

On behalf of this organisation, AMS are looking for a Quantitative Analyst / Developer for a 6 month rolling contract based in London with remote work available.

Purpose of the Role:

To develop and continually improve the group's risk modelling & measurement, analysis and back-testing capabilities. The team's remit includes all the IMM models in use within the Bank, such as VaR / ES, Stressed VaR, IRC and CRM models in the market risk space.As a Quantitative Analyst / Developer you will be responsible for:

Develop a sound understanding of the proposed methodologies.
Develop, test (using test-driven development and CI/CD) and roll out the methodology analytics within the target framework (C#-based); support the internal validation process.
Contribute to the specification of the analytics interface to the technical environment it will be deployed into, ensuring timely availability of inputs and outputs, as well as optimising future operability (production of regulatory measures, aggregation, attribution, what-if analysis, etc.)
Liaise with other developers, business analysts and architects, to incorporate the team's analytics in the overall system, representing the quantitative analysts in IT-related discussions as the primary point of contact for the development team.What we require from the candidate:

Proven experience in a quantitative finance environment, preferably in a market risk modelling capacity.
Design and implementation of quantitative models, using C# or C++ (or other statically-typed language) in a source-controlled environment.
Experience of test-driven development and CI/CD
A strong academic background, Masters in mathematics, physics or quantitative finance.If you are interested in applying for this position and meet the criteria outlined above, please click the link to apply and we will contact you with an update in due course.

This client will only accept workers operating via an Umbrella or PAYE engagement model.

AMS, a Recruitment Process Outsourcing Company, may in the delivery of some of its services be deemed to operate as an Employment Agency or an Employment Business

Job Type: Contract, Full Time
Location: London
Category: Accounting/Financial/Insurance
City: London
County: London
Country: United Kingdom
Salary:
Benefits: