Job description

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  • Location:
    London - 30 Gresham Street
  • Department:
    Risk(IBP)
  • Division:
    IBP Risk & Compliance
  • Employment Type:
    Full time
  • Salary:
    Competitive

Quantitative Developer – Credit Risk Model Implementation (11911)

Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa. Our culture gives us our edge: we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and a desire to learn and collaborate to your work, this could be the boost your career deserves.


Investec is seeking a Junior Quantitative Developer to join our model implementation team. In this pivotal role, you will help advance our cloud-based technology stack, supporting our credit modellers through innovative software solutions that enhance our risk management processes.

As a Quantitative Developer, you will collaborate with credit modelling, data governance, and technology teams to improve our model APIs, monitoring tools, and development environments—all hosted on the cloud. Your expertise in Python programming and cloud platforms will be instrumental in driving efficiency and effectiveness in our risk modelling processes.

This role would suit a candidate who has some commercial work experience with Python or demonstrable ability in using Python in personal projects. This would be ideal for someone early on in their engineering career -  financial sector experience is not necessary as there will be sufficient support provided to help develop your knowledge.

What you will be doing

  • Model Implementation: Develop, implement, host, and maintain credit risk models using Python.
  • Tool Creation: Build data analysis and model development tools to support the modelling team.
  • Package Development: Create and maintain a proprietary Python SDK hosted on Azure.
  • Cross-Functional Collaboration: Work closely with risk operations, credit modelling, and IT teams to integrate models into existing systems seamlessly.
  • Testing and Analysis: Conduct impact and sensitivity testing to provide analytical support to the credit team.
  • Documentation: Create detailed documentation using Markdown and Docusaurus to ensure clarity and compliance.
  • Technical Support: Offer guidance and support to credit modellers as needed.

What We're Looking For:

  • Python Expertise: Some ex Python developer, with familiarity in FastAPI and modern development tools (e.g., pydantic, uv, ruff).
  • Cloud Platforms: Familiarity with cloud computing platforms such as Azure, AWS, or GCP.
  • SQL Knowledge: Strong understanding of SQL; knowledge of ORM is a plus.
  • Azure Proficiency: Experience with Azure Container Apps and Azure Functions.
  • Container Knowledge: Understanding of Docker and its application in containerisation.
  • Data Visualisation: Experience with data visualisation tools like Streamlit or Plotly.
  • Analytical Skills: Excellent problem-solving abilities and analytical thinking.
  • Communication Skills: Strong written and verbal communication skills, with the ability to work independently and collaboratively.
  • Machine Learning Knowledge: Familiarity with machine learning techniques and their application in credit risk is advantageous (non essential)
  • Open-Source Contribution: Experience contributing to open-source projects is a plus.

 


As part of our collaborative & agile culture, our working week is 4 days in the office and one day remote.

Investec offers a range of wellbeing benefits to make our people feel healthier, balanced and more fulfilled in their lives inside and outside of work.

Here is a selection of what we offer;

Wellbeing

Wellbeing Subsidy, Corporate Gym Membership, Virtual GP, Peppy Health App (Fertility, Menopause and Early Parenthood), Optional Private Medical & Dental Insurance

Monetary

Non-contributory Pension & Discretionary Bonus

Life & Income Protection

Life Assurance, Critical Illness & Income Protection

Travel

Season Ticket Loan & Electric Vehicle Scheme 


Embedded in our culture is a sense of belonging and inclusion. This creates an environment in which everyone is free to be themselves which helps to drive innovation, creativity and ultimately business performance. At Investec we want everyone to find it easy to be themselves, and to feel they belong. It's a responsibility we all share and is integral to our purpose and values as an organisation.

Research shows that some candidates can be reluctant to apply to a role unless they meet all the criteria. We pride ourselves on our entrepreneurial spirit here and welcome you to do the same – if the role excites you, please don't let our person specification hold you back. Get in touch!


Recite Me

We commit to ensure that everyone is fairly assessed during our recruitment process. To assist candidates in completing their application form, Recite Me assistive technology is available on our Careers pages. This can be accessed by clicking on the ‘Accessibility Options' link at the top of the page.

The Recite Me tool includes a screen reader, styling and customisation options, a series of reading aids, a translator and more.

If you have any form of disability or neurodivergent need and require further assistance in completing your application, please contact the Careers team at [email protected] who will be happy to assist. 


 
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Location
London - 30 Gresham Street
30 Gresham Street, London, England, GB, EC2V 7QN
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Meet the recruiter

Daniel Szczerban

+44 20 7597 5933

LinkedIn

We commit to ensure that everyone is fairly assessed during our recruitment process.

Let us know if you need any reasonable adjustments to complete your application.

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Benefits

Pension
Private Medical Cover
Virtual GP
Gym Discounts
Psychologist Service
Annual Leave
Life Assurance
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