Talensa is seeking an experienced Quantitative Developer at Associate Director level to enhance their Derivatives risk management. The role requires strong expertise in Python and experience in quantitative development to build risk libraries, validate methodologies, and collaborate with cross-functional teams. Candidates should have a Master’s in a quantitative field and experience in financial services. This opportunity emphasizes robust programming skills, knowledge of risk modelling and analytics, and offers career progression in a leading environment. #J-18808-Ljbffr This posting is for the Senior Quant Developer – Derivatives Risk & IMM Analytics role at Talensa Partners, based in Greater London, England, United Kingdom. Join us at Talensa Partners as our next Senior Quant Developer – Derivatives Risk & IMM Analytics in Greater London, England, United Kingdom. We are currently recruiting a Senior Quant Developer – Derivatives Risk & IMM Analytics for our team in Greater London, England, United Kingdom.