Remote Senior Quantitative Developer

Client description: Montrose Software has an ongoing relationship with one of the largest North American banks to enhance and maintain its production libraries and applications. The bank serves 17 million clients worldwide and provides personal and commercial banking, wealth management, insurance, investor services, and capital markets products and services globally. We work mainly with their capital markets teams, focusing on derivatives and fixed income systems.

Project description: We work on maintaining and enhancing a Risk management system for a big bank. The system is a core internal instrument for the data analyst and economist to make risk calculations. It is split into 3 layers:

• Front end - Microsoft Excel with a fully custom set of function and menus; standalone Python app
• Business Logic Library - C++ and Python modules on the network
• Calculation grid - 50k computing grid running the simulations in house, AWS and Azure

Qualifications:

• 5+ years of experience in software development, ideally in the quantitative finance area
• Good knowledge of C++ and basic knowledge of Python
• In-depth knowledge of various (vanilla and exotic) derivative products
• Familiarity with mathematical models for the dynamics of the financial market
• FpML knowledge is a plus
• Numeracy to be able to understand quantitative finance
• Commercial experience in financial or capital markets
• Ability to use a version control system, ideally Git
• Finding yourself in a large codebase
• Good communication skills
• Being open to code in other programming languages
• Fluent in spoken and written English

Nice to have:

• Familiarity with AWS, Docker
• Experience in SQL 

Please note that the interview process is divided into four parts:

1. Technical phone screening~30 minutes
2. Technical interview~2 hours
3. Non-technical call with hiring manager~45 minutes
4. Optional: call with client for which you will be working 

We offer: 

• Premier equipment to work
• Flexible working hours
• Remote work possibility
• Interesting, challenging and exciting work with international teams
• English lessons with native speaker
• Training Budget 
•  Multisport card

Food:

• Lunches from Kraków's restaurants that are delivered both to the office and homes( or a refund of the budget allocated for it) 
• Kitchen full of food, drinks, fruit, and snacks

Health

• Private medical insurance
• Air-conditioning 

Well-being:

• No dress code
• The chillout area incudes comfortable bean bags, therapy balls, PlayStation 4 or Nintendo Switch + games stretching area and pull-up bar
• Team events
• Shower

Additional:

• Indoor parking place for bicycles