Senior Quant Developer: Derivatives Risk & IMM

Talensa Partners is looking for a Quantitative Developer in London. This role is key for maintaining and enhancing Derivatives risk – Initial Margin Model (IMM) and analytics infrastructure. Candidates should have strong programming skills in Python, knowledge of risk modeling, and a Master’s in a quantitative discipline. Responsibilities include developing quantitative libraries, optimizing methodologies, and collaborating with analysts. This is a permanent position offering a dynamic work environment in a fast-growing finance firm.#J-18808-Ljbffr…