City of London, London
£65000 - £85000 per annum + Bonus + Full Benefits
about 1 year ago
You will be responsible for analysing, understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding in Python.
* Must have at least 4 years of finance-focused Python
* Strong skills in Numpy and Pandas.
* Have strong skills in REST and Python web and web service frameworks
* Have a good knowledge of trading and trade processing
* Hold a 2:1 or equivalent degree.
It would be ideal if you had any of the following experience: Basel, Dodd-Frank, EMIR, MiFID, Model validation (market, credit or operational risk), market risk management, trading book credit risk management, calculation methodology of PFE CVA, FVA, liquidity risk management, CCP, ETD and derivative clearing processes, margining methodology, etc.