Quant Developer

Lokalizacja: Warszawa

Wyzwania przed Tobą:

Succesful candidate will work on implementation of model aligned with upcoming Fundamental Review of Trading Book (FRTB) regulations. The project aims to build a large collection of models and the calculation framework hence offering design and optimization challenges. Day to day work would be in an intellectually stimulating and challenging environment.

Duties and Responsibilities:

  • Designing and developing a risk calculations framework including calculation modules, connectivity to data sources
  • Reviewing alternative implementations and suggests/implements improvements
  • Working with Risk IT to ensure quant code is seamlessly integrated within the banks’s IT systems
  • Model release processes management including integration, regression testing, user acceptance testing
  • Coding C# quantitative libraries

Oczekiwane umiejętności:

  • Very good C# and .Net skills – at least 3 years of experience
  • Knowledge and experience with development tools like: SVN, JIRA, TeamCity, Confluence
  • Experience in coding numerical methods and algorithms
  • Strong mathematical skills, excellent analytic, problem solving and troubleshooting skills

Korzyści dla Ciebie:

  • Interesting projects focused on new technologies and realized within different client’s sectors (banking, telco, pharma)
  • Possibility to join the Best Place to Work in IT in Poland, awarded with Great Place to Work and Computerworld AudIT prizes
  • Flexible employment forms – B2B and permanent contract
  • Package of benefits (Multisport card, privet medical insurance, group insurance, English course)
  • Unique work atmosphere – Check it yourself! – plenty of integration and family-friendly events, hobby groups: sports, board games, photography, billiards

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