Senior Python Developer (Pricing and Risk) Contract 6-18 Months.

My client a leading global name is in urgent need of a talented and experienced Senior Python Developer to join their growing team on a long term rolling contract.

Python Pricing developer required to focus on the FICC Emerging Markets deliveries including algorithm development & strategic framework development. The successful candidate will be involved in the development of the next generation Interest Rate Swap Pricing platform for the Emerging Markets business. The candidate will be involved in all stages of the software development life cycle and will have daily interaction with traders, quants and senior stakeholders. My client is also looking for same type of profile but with more a focus on Risk also.

Successful candidates will have extensive experience of Python (to include numpy, scipy libraries etc). Previous Interest Rate Swap Pricing experience is highly advantageous but not essential. Previous Market Risk/Trader Risk development. Strong Rates/Fixed Income product knowledge desirable. An appetite to work on a high profile project in a fast paced delivery focused environment with exposure to senior business sponsors. Knowledge of Market Data Feeds and Market Data consumption technology (Reuters/Bloomberg etc). Knowledge of Yield Curves/Yield Curve construction.Sound knowledge of software engineering design patterns and practices. My client is somewhat flexible in that if you are a strong candidates and have some of the desired Risk or Financial banking knowledge then they will look at Java profiles also.

If this role sounds of interest drop me a CV so that we can speak in more detail.