Senior Quantitative Developer Investment Bank

Our client, a well-established investment bank, is looking to recruit a Senior Quantitative Developer in their London office, with hybrid working. The successful candidate will have Haskell programming experience, solid computer science knowledge (algorithms, data structures, complexity, concurrency/parallelism) and demonstrated typed functional programming experience at all levels. The developer will be responsible for architecture design, stakeholder communication, project management, and project and team leadership.

Role Responsibilities:

• Software development
• Risk modelling to quantify the various kinds of risks faced by the bank
• Delivery of robust, high-performance software and quantitative analyses
• Maintaining and develop cutting edge trading, pricing and multi assets risk management platforms
• Working on projects ranging from client-facing GUIs, server-side request handlers or reporting tools, and devops
• Supporting Operational Risk monitoring via reports and data
• Ensuring that there are appropriate and documented internal controls and procedures in place
• Assessing the effectiveness of the group's arrangements to deliver effective governance, oversight and controls in the business and, if necessary, overseeing changes in these areas
• Effectively and collaboratively identifying, escalating, mitigating and resolving risk, conduct and compliance matters.

Please find further job openings from Campion Pickworth at