Talensa is seeking an experienced Quantitative Developer at Associate Director level to enhance their Derivatives risk management. The role requires strong expertise in Python and experience in quantitative development to build risk libraries, validate methodologies, and collaborate with cross-functional teams. Candidates should have a Master’s in a quantitative field and experience in financial services. This opportunity emphasizes robust programming skills, knowledge of risk modelling and analytics, and offers career progression in a leading environment. #J-18808-Ljbffr
Senior Quant Developer – Derivatives Risk & IMM Analytics employer: Talensa Partners
As a leading Financial Services and Markets Infrastructure firm based in London, we pride ourselves on fostering a dynamic work culture that champions innovation and collaboration. Our commitment to employee growth is evident through our comprehensive training programmes and the opportunity to engage with industry thought leaders, making this role not just a job, but a meaningful career path in the evolving landscape of digital assets. With competitive salaries, generous pension contributions, and flexible working arrangements, we ensure our team members thrive both professionally and personally.
