Market Risk Quant - VaR/ES

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Edinburgh, United Kingdom

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Full-time

On-site

Own quantitative libraries and valuation services for Interest Rate Derivatives; engineer APIs and data pipelines feeding FO tools and risk platforms. Collaborate with desk strats to deliver new models into production.

Expertise in Python, KDB/Q, SQL. Understanding of valuation inputs/outputs, trade lifecycle (pre/post-trade), market data and model validation practices. Comfortable engaging with traders, strats, risk and IT.

Pricing & Risk in Fintech

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