Python Developer - Investment Banking

  • Location

    London

  • Sector:

    Financial Services

  • Job type:

    Contract / Interim

  • Salary:

    Negotiable

  • Contact:

    Resource Solutions

  • Contact email:

    Matthew.capps1@morganstanley.com

  • Job ref:

    MOR3JP00006040_1581604130

  • Published:

    7 months ago

  • Duration:

    12 months

  • Expiry date:

    2020-03-14

  • Startdate:

    ASAP

  • Client:

    #

Python Developer - Tier 1 Investment Bank, Canary Wharf, London

As quantitative developers in the RAPD team you will partner with Risk Analytics quantitative analysts, Risk Managers, Technology and Front Office Quants Teams to build, support and utilize a newly developed Risk Model Development Platform. The platform supports new risk model development as well as functional enhancements to existing risk models.

Your responsibilities will include:

  • Designing the architecture and implementing software components of a new Model Development Platform
  • Developing cutting-edge software libraries and APIs for quantitative modelers,
  • Contributing to model implementation & code optimization
  • Gaining exposure to and experience with APIs into Front Office library components written in different languages and using different technologies
  • Defining and setting up the relevant software development process and its tooling
  • Collaborating with Risk Technology teams to specify and implement APIs for Risk Applications implemented in Java
  • Defining test cases and implementing unit and/or integration tests
  • Working with production support teams and users to resolve escalated cases

Skills required

  • M.Sc. or B.Sc. in Computer Science, Computer Engineering, Mathematics, Physics or similar quantitative area
  • Genuine interest in Finance, Banking and Risk Management
  • Experience working as a part of a team; familiarity with collaboration tools such as: code versioning (e.g. git/svn/cvs), task tracking (e.g. Jira)
  • Solid quantitative development experience with Python
  • Good experience with at least one more general purpose programming language (C++, Java, C#)
  • Solid understanding of algorithms and data structures
  • Experience with the design and implementation of complex technology stacks
  • Willingness and skills to solve problems through applying various technologies
  • Solid understanding of Test Driven Development (TDD)