Java Risk Quant - Hedge Fund Technology

Cititec Associates Limited ,
London, Greater London
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Job Description

A leading Hedge Fund Technology driven firm are hiring for a senior Risk Quant with strong Core Java development skills (ideally with some .net/ Scala) for their Quant/ analytics team working with Sensitivities, VAR, calculations. Paying in excess of £100,000-110,000 pa + Bonus. The tech stack is primarily Java based but they also have some C#/Scala modules, and MS SQL Server is used extensively so strong SQL and data analysis skills will be essential. The role involves working closely with the Risk Services team in order to define, scope and implement solutions to tactical and strategic business problems. You will be working on initial margin, var delivery, key for this role is understanding Risk IT, risk management, Working on the aggregation, replotting, supporting macro and cross asset classes. * Strong Risk, VAR, sensitivities, calculations, stress * Core Java * Initial margin, VAR delivery, Aggregation, re-plotting * MS SQL * Market Risk/ Market Data This team has frequent interaction with Quant Analysis and Quant Dev responsible for the main pricing and analytics capabilities to the business, providing an opportunity to develop a deep understanding of the models and tools employed in Market Risk Management. You will also gain cross-asset exposure to a wide variety of derivative instruments in a buy-side environment. Please reach out with your CV and apply ASAP and you will be cotacted in due course if relevant for the role. #LI-JK1

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