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- Tasks: Design and enhance risk infrastructure for FRTB, collaborating with global teams.
- Company: Global financial institution known for strong trading and quantitative research alignment.
- Benefits: Competitive pay, dynamic work environment, and opportunities for professional growth.
- Other info: Exciting role with potential for career advancement in a fast-paced industry.
- Why this job: Join a cutting-edge team and make an impact in the finance world.
- Qualifications: 3-7 years as a Quant Developer with strong C++ and Python skills.
The predicted salary is between 60000 - 80000 £ per year.
Duration: 6-month contract
About the Company
Our client is a well-established global financial institution recognised for its strong alignment between front-office trading, quantitative research and engineering teams. The firm places a clear emphasis on rigorous risk management, high-quality pricing infrastructure and pragmatic delivery to support complex derivatives activity across multiple asset classes.
Job Description
The Equity Derivatives Quant team within Global Banking and Markets is seeking a Quant Developer focused on the delivery of FRTB-driven risk and scenario generation infrastructure. The role sits at the intersection of quantitative development, large-scale data processing and model documentation, with strong interaction across trading, risk, finance and global quant teams.
Key Responsibilities
- Design, develop and enhance FRTB calculation infrastructure, including scenario generation and large-scale risk aggregation pipelines.
- Migrate legacy models and analytics into the strategic platform.
- Support quantitative modellers with model enhancements and documentation for regulatory submissions.
- Build and maintain pricing, risk and P&L tooling around the core C++ pricing library.
- Contribute to end-of-day and intraday risk and P&L delivery aligned with FRTB mandates.
- Collaborate closely with front office, market risk and technology teams in London and internationally.
Qualifications
- 3-7 years as a Quant Developer in derivatives or trading environments.
- Deep understanding of risk frameworks, scenario generation and large-scale data processing.
- Expert C++ (C++17) with ability to adopt Rust as the platform evolves.
- Strong Python exposure, including testing frameworks (Python-based technical round included).
- Solid understanding of equity derivative models and common pricing methodologies.
- Experience migrating quant libraries or legacy risk infra.
- Knowledge of VaR, ES, sensitivities and regulatory capital.
- Distributed computing, serialization and performance tuning.
- Exposure to Rust is a plus.
- Strong communication and ability to engage effectively with FO stakeholders.
Quantitative Developer - FRTB in London employer: Selby Jennings
Contact Detail:
Selby Jennings Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Developer - FRTB in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend industry meetups or webinars where you can chat with folks who work at firms you're interested in. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your projects, especially those related to quantitative development and risk management. This is your chance to demonstrate your expertise in C++ and Python, so make it shine!
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge. Be ready to discuss FRTB, scenario generation, and risk frameworks. Practise coding challenges in C++ and Python to ensure you're sharp and ready to impress.
✨Tip Number 4
Don't forget to apply through our website! We’ve got loads of opportunities that might be perfect for you. Plus, applying directly shows your enthusiasm and commitment to joining our team!
We think you need these skills to ace Quantitative Developer - FRTB in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your experience as a Quant Developer, especially in derivatives and trading environments. We want to see how your skills align with the FRTB-driven risk and scenario generation infrastructure.
Showcase Your Technical Skills: Don’t hold back on showcasing your C++ expertise and any experience with Python. If you’ve worked with Rust or have knowledge of risk frameworks, make sure to mention that too. We love seeing candidates who can hit the ground running!
Highlight Collaboration Experience: Since this role involves working closely with various teams, it’s important to highlight any past experiences where you collaborated with front office, market risk, or technology teams. We value strong communication skills and teamwork!
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any updates from us!
How to prepare for a job interview at Selby Jennings
✨Know Your C++ Inside Out
Make sure you brush up on your C++ skills, especially C++17. Be prepared to discuss your previous projects and how you've used C++ in quantitative development. Practising coding problems in C++ can also help you feel more confident during technical assessments.
✨Understand FRTB and Risk Frameworks
Familiarise yourself with the Fundamental Review of the Trading Book (FRTB) and its implications for risk management. Be ready to explain how you've applied risk frameworks in past roles and how you would approach scenario generation and risk aggregation in this position.
✨Showcase Your Python Skills
Since Python exposure is crucial, be prepared to demonstrate your knowledge of Python, particularly in testing frameworks. You might encounter technical questions or coding challenges, so practice writing clean, efficient code that showcases your problem-solving abilities.
✨Communicate Effectively
Strong communication skills are key, especially when collaborating with front office and market risk teams. Prepare examples of how you've successfully engaged with stakeholders in the past, and be ready to discuss how you would approach collaboration in this role.