All offersWarszawaNetQuant Developer (Senior C# Developer)
Quant Developer (Senior C# Developer)
Net
Margo

Quant Developer (Senior C# Developer)

Margo
Warszawa
Type of work
Undetermined
Experience
Senior
Employment Type
B2B
Operating mode
Office
Margo

Margo

Cześć, z tej strony Margo. Zajmujemy się konsultingiem IT w branży finansowej. Poza Polską jesteśmy obecni w Paryżu oraz Londynie. Zależy nam, aby w ramach dostarczanych przez nas usług wszystkie strony (Konsultanci, Klienci oraz my) były zadowolone.

Company profile

Tech stack

    C#
    advanced
    Problem solving skills
    advanced
    Algorithms
    advanced
    English
    advanced
    TDD
    regular
    Continuous Integration
    regular
    Design Patterns
    regular
    Clean Code Approach
    regular

Job description

Quant Developer (Senior C# Developer)

Are you creative and passionate about programming? The terms of calculation models, numerical methods and algorithms are familiar to you? You want to direct yourself to technical expertise working in ambitious and stimulating projects?
 
Join Margo!
 
Role overview:
As a Quant Developer, you will join the team responsible for delivery of credit portfolio models onto the bank’s technologically cutting-edge strategic platforms (modern .NET, JAVA & C++ based).  With a focus on providing effective model implementation and proposing improvements, the role requires an understanding of complex methodologies gained through working closely with Risk Quants in new and innovative modelling areas.
 
As a member of the team, you are responsible for:
  • Implementing new credit risk methodologies within production systems 
  • Providing solutions to issues identified during implementation or arising from changes in input data
  • Developing analytics and associated tools in the credit portfolio model context
  • Comprehensive testing of model implementations to ensure algorithmically correct, and to assist in end-to-end testing within the wider production framework
  • Producing detailed model implementation documentation for users and external stakeholders
 
The position is ideal for you if:
  • You have deep knowledge of C# and openness for learning other languages (potentially including R, Python, etc.)
  • You are experienced in software engineering (e.g.: TDD, CI, Clean Code approach, Design Patterns, Big O awareness, architecture and DevOps skills)
  • You communicate & work well in a quickly changing, multi-team, international environment
  • You are independent, willing to challenge the status quo, but collaborative in your working style
  • You are interested in gaining financial, quantitative and statistical knowledge and you would like to develop in such an environment
  • You speak English very well.
 
Joining this particular project you can expect:
  • International work environment (cooperation with the teams in UK and USA)
  • Very agile project
  • TDD, continuous integration, continuous development
  • No legacy code
  • 70% of work time spend on writing features and tests automation, 30% on data analysis
  • Great atmosphere in the team
  • Flexible working time with possibility of remote work one day in a week

Joining Margo you can expect:
  • Ability to work in international consulting company in ambitious projects
  • Permanent contract or B2B cooperation
  • Benefits such as medical care and sports card
  • Co-financing of trainings, certification exams and post-graduate studies
  • Internal training and the possibility of using our know-how
  • Possibility to use our library free of charge
  • Individual approach and development opportunities (career path planning, ability to change the project and position, possibility to get involved in outside-project activities with additional remuneration)
  • Possibility to influence the shape of the company, openness to your ideas and willingness to implement them
  • Very good working atmosphere, integration events