Senior Quantitative Developer Investment Bank

Our client, a well-established investment bank, is looking to recruit a Senior Quantitative Developer in their London office, with hybrid working. The successful candidate will have Haskell programming experience, solid computer science knowledge (algorithms, data structures, complexity, concurrency/parallelism) and demonstrated typed functional programming experience at all levels. The developer will be responsible for architecture design, stakeholder communication, project management, and project and team leadership. Role Responsibilities: Software development Risk modelling to quantify the various kinds of risks faced by the bank Delivery of robust, high-performance software and quantitative analyses Maintaining and develop cutting edge trading, pricing and multi assets risk management platforms Working on projects ranging from client-facing GUIs, server-side request handlers or reporting tools, and devops Supporting Operational Risk monitoring via reports and data Ensuring that there are appropriate and documented internal controls and procedures in place Assessing the effectiveness of the group's arrangements to deliver effective governance, oversight and controls in the business and, if necessary, overseeing changes in these areas Effectively and collaboratively identifying, escalating, mitigating and resolving risk, conduct and compliance matters. Please find further job openings from Campion Pickworth at https://campionpickworth.com/vacancies/