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Role: Senior Python Developer

Job type: Contract (Outside IR35)

Location: Hybrid (2 Days a week)

Length: 6 Months (View to extend)

Start date: Q3

The Role
We are looking for a Senior Python Developer to join our analytics team. You will be joining a small team spread across London and New York, which is developing an analytics platform -

This is a greenfield project, run as a start-up. You will have access to a modern tech stack (AWS, Python, Docker) and broad industry exposure, and you will benefit from coaching by highly experienced team members.

Specific Responsibilities of the role:

  • Maintain and further develop the analytics platform (coded in Python) to apply it to initial margin model SIMM.

  • Maintain and optimize the existing capital and margin calculation engines.

  • Interact with participating banks and vendor firms to test, discuss and align margin model results.

  • Provide level-2 operational support to users.

  • Ensure ongoing review of the safety and confidentiality of collected data, processes, and analysis results.

  • Observe and promote corporate values.

Required Skills and Knowledge

  • Significant experience in Python and OOP fundamentals. Experience with libraries such as pandas, numpy, sqlalchemy.

  • Proven experience with Python web frameworks, such as Flask, OpenAPI or Django.

  • Strong command of SQL to query a relational database and produce reports / answer queries.

  • Familiarity with git, including best practices, working with branches, Pull Requests.

  • Knowledge and experience of financial theory and financial products or strong eagerness to learn. Topics include pricing models like DCF for bonds and swaps, Black and Scholes and Greeks for derivates, Value at Risk.

  • Excellent analytical and quantitative skills.

  • Strong written and verbal communication skills.

  • A self-starter who is strongly motivated, proactive and exercises effective judgment.

Beneficial Experience and Education

  • The ideal candidate would have a Computer Science or Quantitative Finance background, or equivalent experience.

  • Relevant multi-year experience with front-end or dashboard development, including HTML, and CSS.

  • Strong understanding of relational database design principles, including primary/foreign keys, indexes, views and CTEs.

  • Familiarity with Initial Margin frameworks, for example SIMM.

Austin Fraser is acting as an Employment Business in relation to this vacancy.

Austin Fraser is committed to being an equal opportunities employer, and encourages applications from candidates regardless of sex, race, disability, age, sexual orientation, gender reassignment, religion or belief, marital status, or pregnancy and maternity status.

Due to the volume of applications received, we are unable to provide individual feedback to unsuccessful applicants.