Quantitative Developer - Python/Java - Market Risk & FRTBBased in London - hybrid - 2-3 days per weekPermanent£70K - £110KWe are seeking experienced Python or Java Developers with exposure to Quantitative Analytics, Market Risk and Financial Markets to join a specialist technology team working on critical risk analytics and regulatory solutions. This is a hands-on technical role sitting between Quantitative Research, Risk Strats and Engineering. You will combine software development expertise with an understanding of market risk analytics and the FRTB Internal Models Approach (IMA).Responsibilities:* Design, develop and enhance enterprise-scale risk and analytics applications.* Translate quantitative and regulatory requirements into technical solutions.* Develop & implement testing frameworks, analytical validation & data processing solutions.* Work with time-series data, risk analytics and complex financial systems.* Validate model outputs, testing results and risk factor data.* Collaborate with Quantitative, Risk and Engineering teams on design and problem-solving.Skills and Experience: * Strong commercial experience with either Python or Java (both are not required).* Experience developing and enhancing complex enterprise applications.* Understanding of Market Risk, Capital Markets or Risk Technology.* Knowledge of quantitative analytics, data validation and testing methodologies.* Understanding of FRTB, particularly the Internal Models Approach (IMA).* Experience with time-series data processing and financial market data.Desirable:* Experience with risk engines or market risk platforms.* Risk factor eligibility testing and model validation.* Bloomberg data integration.* Risk factor modelling and regulatory capital calculations.Please apply for immediate interview!CBSbutler is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim/contract/temporary positions. CBSbutler is an Equal Opportunities employer and we encourage applicants from all backgrounds.