Python Developer - sought by leading investment bank based in Canary Wharf - Contract - Hybrid
Key Responsibilities
* Develop and optimize Python calculators for:
o Historical index back-testing
o Daily pricing and index computation
o Weighting and rebalancing logic
o Attribution and decomposition analytics
* Build robust APIs using FastAPI or Flask
* Collaborate directly with business users to gather requirements and iterate quickly
* Implement testing, versioning, and data validation processes
* Ensure integration with internal data sources and reporting tools
Required Skills
* 5+ years of Python development experience, ideally in financial services or commodities
* Strong proficiency in Pandas, NumPy, and time-series data manipulation
* Proven experience with FastAPI or Flask
* Familiarity with large datasets and real-time data pipelines
* Excellent debugging, profiling, and performance optimization skills
* Strong communication skills and ability to work with non-technical stakeholders
Preferred Skills
1. Experience with commodities indices or structured products
2. Knowledge of market data platforms (e.g., Bloomberg, Refiniti...