At a Glance
- Tasks: Develop and enhance FRTB IMA risk calculation frameworks and build scalable analytics solutions.
- Company: Join a major financial markets programme in London, focusing on regulatory transformation.
- Benefits: Permanent position with hybrid working arrangements in a high-profile project.
- Other info: Experience with large-scale risk engines or pricing models is beneficial.
- Why this job: Opportunity to collaborate with Quants, Risk, Trading, and Technology teams on strategic platforms.
- Qualifications: Strong commercial experience with Scala and understanding of functional programming principles required.
We are supporting a major financial markets programme and are looking for experienced Quant Developers to help deliver and enhance a strategic FRTB Internal Models Approach (IMA) solution. This is an opportunity to work on a high-profile regulatory transformation programme, partnering closely with Quants, Risk, Trading and Technology teams to build scalable, high-performance risk analytics platforms.
Responsibilities:
- Developing and enhancing FRTB IMA risk calculation frameworks
- Building scalable analytics and reporting solutions
- Working closely with Quantitative Research, Market Risk and Front Office stakeholders
- Optimising performance and improving risk calculation workflows
- Contributing to the design of strategic risk technology platforms
Skills and Experience:
- Strong commercial experience with Scala development
- Solid understanding of functional programming principles
- Experience within Market Risk, Quantitative Development or Risk Analytics environments
- Knowledge of FRTB, particularly IMA, highly desirable
- Experience working with large-scale risk engines, pricing models or analytics platforms
- Exposure to KDB/Q is advantageous but not essential
- Strong problem-solving skills and ability to work directly with business stakeholders
Quant Developer - FRTB and Scala employer: CBSbutler Holdings
Join a market-leading BMS controls company in Bristol, where you will be part of a dynamic team dedicated to excellence in service and maintenance. With a strong focus on employee growth, we offer competitive salaries and comprehensive packages, alongside a supportive work culture that values communication and professionalism. This role not only provides the opportunity to work with cutting-edge technology but also allows for meaningful client interactions, making it an ideal environment for those seeking rewarding employment.
