Financial Engineer (Python)

KEY RESPONSIBILITIES

· Engineer/design custom software build focused on market risk, quantitative analysis and reporting.
· Lead team of developers, quants and end client technology staff to implement custom solutions.
· Deliver user-stories in an agile development practice.
· Work closely with end-client to define and scope future work.
· Acting as a technical lead for other developers.
· Acting as a thought leader and working with the client to collaboratively design and implement pragmatic solutions.

ESSENTIAL REQUIREMENTS

· At least 8 years’ experience in the industries of banking, trading, insurance, or financial markets.
· A masters-level degree or higher in a quantitative subject area (e.g., mathematics, computer science, physics, finance).
· Familiarity with financial derivative valuation theory, with a specialism in one of commodities, fixed income, or equities markets.
· A delivery record inclusive of Market/enterprise risk financial solutions.
· Team Leadership experience.
· Understanding of P&L / Risk metrics and their computation methodologies.
· Understanding of market risk and stress testing
· Experience in using Python at an advanced level in a front-office production environment.
· Soft skills: Stakeholder management, communication

DESIRABLE REQUIREMENTS

· Experience in software architecture using a calculation dependency graph (SecDB, Athena, Quartz, etc).
· Strong communication skills, able to convey ideas and describe concepts to an unfamiliar audience.
· Agile experience

WHAT’S ON OFFER:

An opportunity to join a fast-growing consultancy firm which offers a fun, rewarding, and interesting career amid the world’s top financial centres. Our consultants range from graduates to seasoned professionals with 15-20 years of experience. A competitive salary and benefits package are also on offer. If you are currently looking for a new role, or even if you are not, drop us a line and let’s discuss how working with us could enhance your career.

Please note we cannot provide a work permit or visa for this position.