Quantitative Developer (Risk Management)


We are looking for a talented Quantitative Developer to join our Risk Management department. You will contribute the existing risk management stack as well as propose, implement and deliver further improvements, such a new models and processes.







Description

About SOVA:

SOVA Capital Limited is an FCA authorised and regulated broker based in London. We offer institutional and corporate clients a full range of investment brokerage services, including independent research, securities trading, electronic and high-touch execution and public capital markets financing.

 

We are looking for a talented Quantitative Developer to join our Risk Management department. You will contribute the existing risk management stack as well as propose, implement and deliver further improvements, such a new models and processes. This role has a strong emphasis on automation and requires high degree of responsibility and independence.

 

Specific responsibilities include but are not limited to:

  • contribute to the development of the cross asset derivatives valuation and risk management framework
  • deliver automated risk management monitoring and oversight
  • apply statistical and machine learning techniques to the risk management datasets to gain insights and build new models
  • communicate results and findings to the key stakeholders

 

What we expect from the successful candidate:

  • at least Master's degree in a technical field such a computer science, statistics, quantitative finance
  • hands-on experience with R and Python and their data science stacks
  • ability to work in geographically distributed teams
  • experience with distributed version control systems
  • ability to work and think independently
  • willingness to learn unfamiliar concepts
  • experience with GPU-accelerated frameworks is a plus
  • experience with QuantLib is a plus

 

Conditions:

  • Full-time job
  • Permanent contract
  • Competitive salary
  • Comfortable office
  • Social package




Job contact details

Мария Новикова



Candidate selection criteria

Professional Experience*

2 years (Required)


Education

Master (Required)

Languages

English: Competent (Required)