Talensa is seeking an experienced Quantitative Developer at Associate Director level to enhance their Derivatives risk management. The role requires strong expertise in Python and experience in quantitative development to build risk libraries, validate methodologies, and collaborate with cross-functional teams. Candidates should have a Master’s in a quantitative field and experience in financial services. This opportunity emphasizes robust programming skills, knowledge of risk modelling and analytics, and offers career progression in a leading environment.
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London
Talensa are partnered with a fast growing and innovative International Financial Services Markets Infrastructure and Consulting firm.
Normanton
Buy Side Hedge Fund requires a lead Quant to set the roadmap across Rates & FX, leading a world class team of quant developers and modellers…
London
Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation…
London
Buy Side Hedge Fund requires a lead Quant to set roadmap across Rates & FX, leading a world class team of quant developers and modellers, validation…
London
Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance…
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