Senior Python Developer - FRTB

CRISIL Limited

Greater London, UK

23 days ago

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Role details

Contract type

Permanent contract

Employment type

Full-time (> 32 hours)

Experience level

Expert

Working hours

Regular working hours

Job source

www.collegerecruiter.com

Tech stack

Java (Programming Language) Agile Methodology Data Analysis Integrated Development Environments Python (Programming Language) Object-Oriented Software Development Software Engineering

Job description

We are looking for a talented and experienced Python developer for our Global Investment Banking Client.

Strong Python developer joining bank’s cross product team providing support to various other functions like Global Markets, Capital Markets & Corporate Investment & Treasury, in terms of providing them with strategic or tactical solutions via tools/application.
As a senior developer, you will draw on your deep knowledge of design, analytics, development, coding, testing and application programming to solve complex business problems
You will be working within an Agile team, writing requirements and specifications, developing strategic or tactical solutions, and maintaining existing code.
Primary task would be to help various internal bank clients with analytical support, prototyping business solutions, process re-engineering, design and enhance the process for testing & monitoring model restrictions & model usages.
The work would involve interacting with stakeholders like FO, market risk (FRTB), front office, quants, and technology teams to understand requirements and perform the work.
As the successful applicant you will be responsible for supporting modern agile software development methods, including educating & mentoring less experienced OOP team members.
Overall the work will be flexible based on client requirements.

Requirements

Excellent hands-on & leading application development projects with Python
Exposure in developing/supporting applications/tools for FO trading desks or Risk teams
Exposure to risk and pricing libraries at Investment Bank, good understanding of market data & its derived objects like Yield Curve, IR Vol surfaces, Eq Vol etc.
Excellent Analytical skills
Experience on participating in end-to-end development lifecycle in a rigorous test driven software development environment
Experience of Agile software development process is desirable
Experience on developing and delivering scalable applications
Hands on experience in FRTB related projects