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.
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