Added
8 days ago
Location
Type
Full time
Salary
Salary not provided
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Related skills

snowflake sql python pandas numpy

📋 Description

  • Develop and enhance financial models using Python
  • Model fixed income assets and pension liabilities
  • Portfolio optimisation and risk analytics
  • Support capital/SCR modelling efforts
  • Improve tooling, libraries, code quality and testing
  • Reduce manual handovers and duplication

🎯 Requirements

  • Python development with NumPy/SciPy/Pandas/Polars
  • Strong CS fundamentals: algorithms, data structures, complexity
  • Finance concepts: no-arbitrage, risk-neutral methods, vanilla pricing, VaR
  • Portfolio analytics, management, relative value assessment
  • Excel integration with Python (COM or xlwings)
  • SQL/Snowflake or similar; cloud development beneficial

🎁 Benefits

  • The annual performance bonus and share schemes
  • Generous pension contribution
  • Life assurance and Healthcare Plan
  • At least 25 days holiday, plus holidays and buy/sell option
  • Competitive family leave
  • Electric car salary sacrifice option
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