Liquidity Risk Developer (Python)

£675 per day | London | Contract

ECOM Recruitment

Posted 19 days ago

ECOM

Liquidity Risk Core Model Developer (Python)

6-Month Contract Paying up to £675 per day

Inside IR35

Hybrid Working in London Office

ECOM are currently working in partnership with a leading global wealth manager with strong investment banking capabilities. They partner across countries, divisions and regions to deliver holistic financial solutions to their clients, including innovative products and specially tailored advice, aligned to their high ethical standards.

After changes in regulation, this large financial corporation needs to rebuild the liquidity risk engine of the firm, in order to comply to the changes. They are looking for 2 Liquidity Risk Core Model Developers to support the design, implementation, testing, maintenance and documentation of the core framework of the strategic Liquidity Risk Model library.

Key Responsibilities:

* Design, implementation, testing, maintenance and documentation of the core framework of the strategic Liquidity Risk Model library (written in Python) on an ongoing basis
* Defining and setting up the relevant software development process (SDLC) and its tooling, including: Jenkins pipelines for the automation of tests and build, SonarQube static code analysis, deployment
* Using different technologies including Python, PySpark, Jenkins, Git, Jira etc.
* Owning or contributing to software development tools
* Reviewing code changes made to the Liquidity Risk Model library by your colleagues and peers, from a technical perspective
* Defining test cases and implementing unit and integration tests
* Perform code optimization
* Collaborating with Risk and Finance Technology teams to specify and use RESTful APIs
* Working with production support teams, platform team, model developers and users to resolve escalated cases
* Participating in technical design discussions
* Interacting with quantitative analysts, model developers and product owners around the globe (Zurich, London, Mumbai, etc.) to gather user stories and clarify requirements

Your Expertise:

* 8+ years professional experience in Banking or consulting (risk management/modelling background or liquidity experience would be a plus)
* Proven experience of quantitative development with Python and pandas (experience with PySpark is a plus)
* Solid understanding of algorithms and data structures and computational complexity
* Solid understanding of Test Driven Development (TDD)
* Familiarity with collaboration tools such as: code versioning (e.g. git/svn/cvs), task tracking (e.g. Jira)
* You have an understanding of financial products
* Being able to read R is a bonus

What's in it for you:

* 6-month initial contract with probable extension (project likely to go on for 18 months
* Paying up to £675 per day inside IR35
* Flexible working with a preferred 2 days in the London office per week

If this is something that could be of interest, please apply with an updated copy of your CV and a member of the InterQuest team will be in touch.

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.

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