At a Glance
- Tasks: Design and implement advanced tech solutions for market and counterparty risk.
- Company: Global company with over 160 years of history and diverse teams.
- Benefits: Competitive salary, global collaboration, and opportunities for career growth.
- Other info: Join a dynamic team focused on innovative risk solutions.
- Why this job: Make a real impact in risk management using cutting-edge technology.
- Qualifications: 8+ years experience in quantitative finance and strong software development skills.
The predicted salary is between 60000 - 80000 £ per year.
Excited to grow your career? The company is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.
The GMRU COE team is a multidisciplinary team composed of Data Science, Quantitative, and Software Development professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market risk and counterparty risk.
The role is focused on designing and implementing advanced technology solutions for market risk and counterparty risk. The successful candidate will contribute to the evolution of the Global Stress Platform and cloud-based risk infrastructure, translating quantitative methodologies into scalable and maintainable software solutions. The position involves solving complex methodological and technical challenges, integrating risk models into production environments, optimizing system performance, and collaborating with global teams to enhance the bank's risk management capabilities.
Responsibilities:
- Designing and implementing technology solutions for market risk and counterparty risk.
- Contributing to the evolution of risk infrastructure and cloud-based platforms.
- Translating quantitative methodologies into production-ready software.
- Integrating risk models.
- Collaborating with global teams to enhance risk management capabilities.
Qualifications:
- 8+ years of experience.
- Strong quantitative background and expertise in financial risk.
- Solid software development skills.
- Bachelor's or Master's degree in a quantitative or technical field (Mathematics, Physics, Engineering, Computer Science, or a related discipline).
- Advanced knowledge of quantitative finance, particularly market risk and counterparty risk.
- Strong Python programming skills.
- Strong knowledge of database technologies.
- Experience developing applications in Java, C#, or C++.
- Experience with Docker and cloud environments.
- Experience designing and implementing technology solutions for risk management or quantitative applications.
- Strong analytical and problem-solving skills.
- Ability to lead technical initiatives and collaborate effectively with multidisciplinary teams.
Note: Priority will be given to candidates who are eligible to work in the UK.
Skills: Automation, C++ Programming Language, Counterparty Risk, C Sharp (Programming Language), Docker (Software), Finance, Java (Programming Language), Market Risk, Mathematical Finance, MongoDB, Python (Programming Language).
SENIOR MANAGER QUANTITATIVE RISK DEVELOPER in London employer: United States Digital Space LLC
United States Digital Space LLC is an exceptional employer, offering a dynamic work culture that prioritises innovation and collaboration in the heart of Greater London. With a strong focus on employee well-being and flexible work options, we provide ample opportunities for professional growth and development, making it an ideal environment for those looking to make a meaningful impact in the field of AI-enabled SaaS engineering.
Contact Details:
United States Digital Space LLC Recruitment Team
