Job Title: Financial Python Developer/Engineer
We are seeking an experienced Financial Python Developer/Engineer to join our team. The candidate must have 3-5 years of Python development experience with a focus on financial applications, expertise in DevOps, and proficiency in either Azure or AWS. The ideal candidate will also have a strong background in financial mathematics and risk management, as well as experience in developing, validating, and implementing financial models and applications. The job may also require overseas travel.
Key Responsibilities:
- Develop and maintain robust, scalable Python applications for financial modelling, including pricing, risk assessment, capital calculations, and stress testing.
- Collaborate with cross-functional teams to design, implement, and optimize cloud-based solutions using Azure or AWS.
- Build and deploy web applications and dashboards using Flask and Dash.
- Conduct in-depth credit analysis and model development, focusing on rates and credit pricing, including PD (Probability of Default), LGD (Loss Given Default), RWA (Risk-Weighted Assets), and Capital Adequacy.
- Utilize basic stochastic calculus and Monte Carlo methods for model development and validation.
- Understanding of interest rate risk quantification and management metrics, such as swaps, curve bootstrapping, and models for VaR (Value at Risk), and CVaR (Conditional Value at Risk) estimation and analysis.
Requirements:
- Bachelor's or Master's degree in STEM or Computer Science, Financial Engineering, or a related field.
- Minimum 3 years of experience in Python development, with a focus on financial applications.
- Extensive and proven experience with DevOps practices and tools.
- Proficiency and proven experience in cloud platforms, specifically Azure or AWS.
- Strong expertise and proven experience in Flask and Dash for web application development.
- Strong understanding of credit and market risk concepts including PD, LGD, RWA, capital requirements, swaps, and curve bootstrapping.
- Proficiency and proven experience in quantitative financial techniques such as Monte Carlo, VaR, CVaR and basic stochastic calculus.
- Proven ability to develop, validate, and stress test financial models.
- Strong problem-solving skills and ability to work in a fast-paced environment.
- Willingness to travel overseas based on project requirements
Preferred Qualifications:
- Familiarity with other programming languages and tools commonly used in financial analysis (e.g., R, SQL).
- Contributions to open-source projects in relevant fields
- Certifications in cloud technologies (e.g., Azure Solutions Architect, AWS Certified Developer).

Quant Developer (Python / Risk Technology)

ALP (Computational Finance, AI and Data Engineering)

Job Description

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