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Senior Manager - Python Quant

Date: Jul 13, 2021

Location: London, United Kingdom

Company: KPMG UK

The Role
Responsibilities:

We require the individual to be expected to build, develop and review underlying models in coded Python for market and/or credit risk related engagements.
This will also include model review and validation activities such as:
• Technical model development documentation review;
• Technical model validation documentation review;
• Assessment of model performance;
• Replication testing; and
• Reviewing models’ against regulatory requirements.
The individual will also be required to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.
The individual will also be expected to work independently and be able to manage teams when delivery a range of projects.
The Person
Knowledge & Experience:
• Must have skill set:
o Full-Stack developer in Python, with knowledge of at least one Python web framework and backend API development ((like Django, Flask or Pyramid)
o Expert with one or more relational databases (e.g. Oracle, MySQL)
o Strong command of Python language Data Science Ecosystem (Pandas, NumPy, SciPy, Scikit Learn)
o Understanding of the multi-threading limitations of Python, and multi-process architecture
o Good understanding of front-end technologies, such as Spring framework, JavaScript, HTML5, CSS
o Knowledge of user authentication and authorization between multiple systems, servers, and environments
o Understanding of fundamental design principles behind a scalable application
o Strong unit test and debugging skills
o Experience with agile software development.
• Implemented solutions for industry use cases and must have experience in doing POCs
• Experience working in a market and / or credit risk modelling role within a financial or professional services firm.
• Experience in managing teams of 6-10 people
• Detailed working knowledge and experience of all aspects of model development and validation including the following:
o Data extraction and pre-processing
o Modular model development
o User acceptance testing
o Model performance assessments
• Good understanding of the model lifecycle and model controls

Qualifications & Skills:
• Minimum 7 years relevant experience within the finance sector.
• Proficient use of Python with a minimum of 7 years of experience.
• Ability to communicate risk/finance requirements of market / credit to the reciprocal function, i.e. risk to finance and finance to risk.
• Flexibility and agility to contribute in a senior capacity to a broad range of banking risk engagements.
• Excellent oral / written communication, planning, project management, networking and influencing, team coordination and stakeholder management skills.
• Flexibility to work across the UK (and internationally) where required
• Coding skills in more languages, will be beneficial.



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