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Quantitative Developer - FRTB

Company

Selby Jennings

Location

london, england

Type

Full-time

Duration: 6-month contract

About the Company

Our client is a well-established global financial institution recognised for its strong alignment between front‑office trading, quantitative research and engineering teams. The firm places a clear emphasis on rigorous risk management, high‑quality pricing infrastructure and pragmatic delivery to support complex derivatives activity across multiple asset classes.

Job Description

The Equity Derivatives Quant team within Global Banking and Markets is seeking a Quant Developer focused on the delivery of FRTB‑driven risk and scenario generation infrastructure. The role sits at the intersection of quantitative development, large‑scale data processing and model documentation, with strong interaction across trading, risk, finance and global quant teams.

Key Responsibilities

  • Design, develop and enhance FRTB calculation infrastructure, including scenario generation and large‑scale risk aggrega...

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