About this role
Salary: £40,000 - 70,000 per year
Requirements
- Strong commercial experience with either Python or Java; experience with both is 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, risk factor eligibility testing and model validation, Bloomberg data integration, or 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 recruiting for a permanent Quantitative Developer role based in London, with a hybrid arrangement of 2–3 days per week in the office and a salary of £70,000–£110,000. You will join a specialist technology team delivering critical risk analytics and regulatory solutions, working between Quantitative Research, Risk Strats, and Engineering. We are CBSbutler, an equal opportunities employer that encourages applicants from all backgrounds; we advertise permanent positions as an Employment Agency.
last updated 46 week of 2026