About this role
Salary: £70,000 - 110,000 per year
Requirements
- Strong commercial experience with either Python or Java; both are not required
- Experience developing and enhancing complex enterprise applications
- Understanding of Market Risk, Capital Markets or Risk Technology
- Knowledge of quantitative analytics, data validation and testing methodologies
- Understanding of FRTB, particularly the Internal Models Approach (IMA)
- Experience with time-series data processing and financial market data
- Desirable: Experience with risk engines or market risk platforms
- Desirable: Risk factor eligibility testing and model validation
- Desirable: Bloomberg data integration
- Desirable: Risk factor modelling and regulatory capital calculations
Responsibilities
- Design, develop and enhance enterprise-scale risk and analytics applications
- Translate quantitative and regulatory requirements into technical solutions
- Develop and implement testing frameworks, analytical validation and data-processing solutions
- Work with time-series data, risk analytics and complex financial systems
- Validate model outputs, testing results and risk factor data
- Collaborate with Quantitative, Risk and Engineering teams on design and problem-solving
Technologies
- Java
- Python
More
We are hiring for a permanent Quantitative Developer role in London, working in a hybrid arrangement of 2–3 days per week. The salary range is £70,000–£110,000. The role sits in a specialist technology team working on critical risk analytics and regulatory solutions, between Quantitative Research, Risk Strats and Engineering. We operate and advertise as an Employment Agency for permanent positions and as an Employment Business for interim, contract and temporary positions. We are an equal opportunities employer and encourage applicants from all backgrounds.
last updated 46 week of 2026