Quantitative Developer - Python / Java - Market Risk and FRTBBased in London - hybrid - 2-3 days per weekPermanent 70K - 110KWe are seeking experienced Python or Java Developers with exposure to Quantitative Analytics, Market Risk and Financial Markets to join a specialist technology team working on critical risk analytics and regulatory solutions. This is a hands-on technical role sitting between Quantitative Research, Risk Strats and Engineering. You will combine software development expertise with an understanding of market risk analytics and the FRTB Internal Models Approach (IMA).Responsibilities: Design, develop and enhance enterprise-scale risk and analytics applications. Translate quantitative and regulatory requirements into technical solutions. Develop and implement testing frameworks, analytical validation and data processing solutions. Work with time-series data, risk analytics and complex financial systems. Validate model outputs, testing results and risk factor data. Collaborate with Quantitative, Risk and Engineering teams on design and problem- solving.Skills and Experience: Strong commercial experience with either Python or Java (both are not required). Experience developing and enhancing complex enterprise applications. Understanding of Market Risk, Capital Markets or Risk Technology. Knowledge of quantitative analytics, data validation and testing methodologies. Understanding of FRTB, particularly the Internal Models Approach (IMA). Experience with ..... full job details .....