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Principal, Quantitative Analysis

Posting Date: 22-Nov-2021

Location: London, GB

Company: EBRD

Requisition ID 24045
Office Country United Kingdom
Office City London
Division Treasury Department
Dept. / Bus. Group Treasury Analytics
Business Unit Treasury Analytics
Contract Type Short Term
Contract Length 06 months
Posting End Date 06/12/2021 

 

The Treasury Analytics Group (“TAG”) is responsible for all Quantitative requirements of Treasury. These requirements include the design, validation, implementation and maintenance of pricing models for various types of derivative and structured products, portfolio management tools (including CVA) and risk management tools.

We are looking for a Python developer, a specialist who can develop the web infrastructure and interfaces for the Quant Libraries in the Treasury Analytics Group. In particular building the Python based web platform. These tasks relate to valuation and risk management of derivatives and complex financial products

The Principal, Python Developer, is expected to embed and adhere to the core principles within the Treasury department. These include, but are not limited to, putting our users first; delivering technology that is useful, elegant and reliable; ensuring quality in everything we do; being knowledgeable and engaging about both technology and our business; being reliable and effective in both provision and execution; being innovative and inquisitive. This will be a 6 month contract.

 

Responsibilities

  • Build TAG’s Python web platform
  • Jenkins management and maintenance
  • Assist with development, maintenance and enhancement of bespoke applications used as decision making tools by the Treasury department
  • Report on progress and the escalation of issues / risks to the Head of Treasury Analytics
  • Ensure the TAG standards are up-to-date, maintained and adhered to    
  • Provide input to the overall TAG strategy in order to drive change within the area of discipline and to support of the Bank’s mission and strategic objectives 
  • Ensure that the ongoing internal controls applicable to TAG are adhered satisfactorily and evidence retained.  Any audit points will be addressed within agreed timescales

 

Skills and Experience

  • Strong Python web frameworks experience Django, Flask,
  • Good understanding of Design Patterns and Data Structures
  • REST Api
  • JavaScript experience (Angular, React or Vue)
  • HTML & CSS
  • Unit testing
  • Database preferably Oracle, DAAS
  • TensorFlow ( preferred but not essential)

 

Diversity is one of the Bank’s core values which are at the heart of everything it does.  A diverse workforce with the right knowledge and skills enables connection with our clients, brings pioneering ideas, energy and innovation. The EBRD staff is characterised by its rich diversity of nationalities, cultures and opinions and we aim to sustain and build on this strength. As such, the EBRD seeks to ensure that everyone is treated with respect and given equal opportunities and works in an inclusive environment. The EBRD encourages all qualified candidates who are nationals of the EBRD member countries to apply regardless of their racial, ethnic, religious and cultural background, gender, sexual orientation or disabilities.  As an inclusive employer, we promote flexible working.


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