A prominent financial institution in Greater London is looking for a Quant Developer to enhance FRTB-driven risk and scenario generation infrastructure. This role requires 3-7 years of relevant experience in derivatives or trading environments, focusing on C++ and Python. You'll design and develop key risk infrastructure, migrate legacy models, and collaborate with trading and risk teams. Strong communication skills and a deep understanding of risk frameworks are crucial, offering a dynamic and impactful role in a collaborative environment.
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