Quantitative Developer (Risk Management)

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