Project description:
Implementation of the IT components needed for a robust, regulatory compliant IT setup and control changes to the coding used in modelling applications to ensure integrity of these models.
Deliverables:
- Setting up a consolidated input database / table that contains the historical time series data needed for the estimation & calibration.
- Setting up an output database / table for storage of the outputs from the models in scope, including inbound and outbound interfaces towards the quant library and the consuming applications.
- Setting up the technical framework for the quant libraries that will hold the production code of the different models in scope.
- Setting up production processes for executing the model code in production in predefined / scheduled batches & intervals.
- Setting up processes & tools to monitor the production execution of the code.
Responsibilities:
- Create Python microservices to fetch data from external sources.
- Transform data, create DAO library to main data store.
- Create and configure scripts to build auto build and deploy python code to containers.
- Create monitoring framework for solution.
- Translate the business features into work items/technical tasks.
- Reduce the operational risk.
- Setup development environment.
Requirements:
- Minimum 3 years of commercial experience as a Python Developer.
- Good knowledge of English - min. B2.
- Technology stack: Python, Docker, MSSQL, GIT, Oracle, Bamboo. Nice to have: Java, Apache Kafka