Quant Python Developer – (panda Numpy scipy) Front Office PNL Investment Bank Full Time

Adlam Consulting Ltd

Quant Python Developer – (panda Numpy scipy) Front Office PNL Investment Bank

The candidate should have business understanding of Risk & PnL- Fixed Income

Skills – Python skills- panda, numpy, scipy

• Strong knowledge of Fixed Income flow and FX structured products
• Understand Profit and Loss calculations
• Greeks, namely Delta, Gamma, Vega and how they are used to estimate P&L
• Extensive use of python – pandas, numpy, scipy etc ..
• Extensive experience with Excel/VBA, SQL:
• Legacy systems use Excel
• Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
• Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.
• Prior experience in Front Office quantitative research is mandatory

The role being offered is to participate in this major multi-faceted re-engineering project and work within Risk and PnL to help deliver a new platform. This role is for a person at the beginning of their career.

The job covers part of the following Digital projects with the prioritization being done by the quant team:

• Become familiar with Risk and P&L Methodology
• Liaise with quantitative research to adapt Risk and P&L Explain calculation following model changes or to improve P&L Explain for existing models
• Increase coverage of the platform and help roll it out to users not yet on-boarded
• Participate in the development of the platform to ensure code base remains production level
• Generally work in collaboration with Quant Research to ensure high level of availability of the platform
• Assist traders when they require expert inputs to help them understand their P&L and revenue drivers
• Hybrid working and Inside IR35.

Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location