Linum Consult’s client is a leading international finance company, currently seeking a Quantitative Model Developer to participate in the development and maintenance of regulatory and internal market risk models. This role will be based in Prague.
- Delivering prototypes using or extending as appropriate the company’s Python-based modelling platform
- Maintaining current risk applications and models
- Creating clear and solid designs to implement proposed modelling changes, to deliver in dynamic, agile, and often ambiguous contexts
- Developing the models in C++/Python/R and assisting IT with the integration of them into the production system
- Participating in the design and development of a robust, scalable, and extendible Market Risk solutions and their integration into the Risk engines framework
- Supporting Risk, FO and IT users of the company’s analytics
- Master’s degree qualification or equivalent applied and relevant experience
- Experience in statistics or machine learning methodology
- Hands-on programming skills in Python or C++
- Excellent communication and team engagement skills
- Ideally have experience in the development of market risk, or quantitative pricing models following the SR11-7 standard
- Preferably have an understanding of financial products (interest rate products including exotics, corporate bonds and credit derivatives, equities, FX, commodities)
- Ideally have financial mathematics, time series, statistical and numerical analysis skills
If you fulfil ALL of the key criteria for this position, then please submit your application for the attention of Kiva Donald to firstname.lastname@example.org
If your application is successful you will be contacted within 48 hours for a further discussion.