Senior Quant Dev – FRTB & Scala for Risk Analytics

Senior Quant Dev – FRTB & Scala for Risk Analytics

Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
CBS Butler

At a Glance

  • Tasks: Enhance risk analytics platforms and collaborate with Quants, Risk, and Trading teams.
  • Company: CBS Butler, a leading firm in financial services based in London.
  • Benefits: Hybrid working model and a commitment to diversity in the workplace.
  • Other info: Exciting opportunity for career growth in a dynamic financial environment.
  • Why this job: Join a major financial markets programme and make a significant impact in risk analytics.
  • Qualifications: 7-10+ years in Quant Development, strong Scala skills, and risk calculation expertise.

The predicted salary is between 60000 - 80000 Β£ per year.

CBS Butler in London is seeking a Senior Quant Developer for a permanent role to support a major financial markets programme. You will work on enhancing the FRTB Internal Models Approach by developing high-performance risk analytics platforms in collaboration with Quants, Risk, and Trading teams.

The ideal candidate has 7-10+ years of experience in Quant Development within financial services, with a strong background in Scala and risk calculations. The position offers a hybrid working model and encourages diverse applicants.

Senior Quant Dev – FRTB & Scala for Risk Analytics employer: CBS Butler

At CBS Butler, we pride ourselves on being an excellent employer that fosters a collaborative and innovative work culture. Our London office offers a hybrid working model, allowing for flexibility while you contribute to cutting-edge financial markets programmes. We are committed to employee growth, providing opportunities for professional development and encouraging diverse talent to thrive in a supportive environment.

CBS Butler

Contact Details:

CBS Butler Recruitment Team

We think you need these skills to ace Senior Quant Dev – FRTB & Scala for Risk Analytics

Quant Development
Scala
Risk Analytics
FRTB Internal Models Approach
High-Performance Computing
Collaboration with Quants
Collaboration with Risk Teams