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Python Developer – Risk/Quant focus

hays-gcj-v4-pd-online (London, UK) Follow 17 hours ago

Full-time Python Derivatives Financial Markets Risk Management Capital Market

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Your newpany

A leading global financial markets organisation is undertaking a major risk and margin transformation programme and is seeking experienced Quantitative Risk Engineers to help accelerate delivery. Operating within a highly regulated environment, the organisation is investing heavily in modernising its risk analytics platforms, cloud-native infrastructure, and enterprise data capabilities.This is an opportunity to join a technically strong team working on business-critical risk systems that directly support market operations, margin methodologies, and risk management frameworks.
Your New Role
As a Quantitative Risk Engineer, you will play a key role in designing, developing, and implementing production-grade quantitative risk analytics solutions using Python. Working closely with Risk, Quantitative Analytics, Architecture, and Engineering teams, you will help build robust, scalable platforms that support strategic risk and margin initiatives.

What you'll need to succeed

Strongmercial Python development experience with clear evidence of building and delivering solutions into production environments.

Strong SQL skills and experience working with large data sets and data platforms.

Experience within Financial Services, ideally in risk, pricing, market risk, price control, clearing, exchanges or capital markets environments.

Understanding of risk methodologies and concepts , including exposure to risk analytics, VaR, margining or related risk frameworks.

Proven ability to develop robust, scalable applications using modern engineering practices.

Experience with automated testing frameworks and a strong appreciation of software quality and testing disciplines.

Exposure to CI/CD pipelines and DevOps tooling.

Experience working in Agile or sprint-based delivery environments.

Strongmunication skills, a proactive mindset and the ability to work independently whilst collaborating effectively with stakeholders.

Highly desirable: Clearing house or exchange experience.Quantitative risk or derivatives pricing exposure.Containerisation and cloud-native technologies such as OpenShift.Experience delivering large-scale risk transformation or modernisation programmes.

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