All offersWarszawaCQuant Developer (Senior C# Developer)
Quant Developer (Senior C# Developer)
C
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
    Algorithms
    regular
    Git
    regular
    Mathematical models
    junior
    Financial Knowledge
    junior
    F#
    nice to have
    C++
    nice to have
    Python
    nice to have
    Jenkins
    nice to have
    Docker
    nice to have

Job description

Online interview

Role overview:

As a Quant Developer, you will work within a team responsible for implementation and delivery of quantitative models of the regulatory capital. The project scope covers default risk calculation part for the global bank-level FRTB Program.

The role of the Warsaw sub-team is to by use of the bank strategic IT platforms implement the parts of the model accordingly with the requirements, integrate them to each other to provide numbers for official reporting to bank regulators.

You will work mainly on C# based platform, supporting others (e.g. based on F#, C++, Python). ~70% of the time takes features and automated tests development, while rest is used for their consulting, analysis and DevOps tasks.

 

As a member of the team, you will:

  • Develop a comprehensive expertise on the methodology, the calculation model with all it cornerstones, to be able to efficiently deliver implementation parts within the project timelines on the adequate technological level.
  • Identify the gaps in the specifications and requirements and then resolve and fill them in an effective manner in a collaboration with the methodology experts.
  • Work alongside Front Office Risk and Risk IT teams to ensure well-defined interfaces between the various components of the model.
  • Work together with quant teams to identify, understand and propose solutions to issues arising as part of the implementation.
  • Testi the model to demonstrate correctness of implementation.
  • Use the provided platforms and APIs efficiently.
  • Do code reviews.
  • Produce detailed model implementation documentation for users and external stakeholders.
  • Collaborate with other team members and partner teams when required.
  • Proactively seek, identify and suggest fields for improvement.
  • Share experience and assist teammates with their deliveries.

The position is ideal for you if:

  • You have deep knowledge of C# and openness for learning other languages (including F#, C++, Python).
  • You know what TDD, CI and Design Patterns are, you have Clean Code approach as well as awareness of DevOps.
  • You have an expertise in data structures and algorithms.
  • You have at least basic understanding of the financial markets essentials
  • 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 financial, quantitative and statistical knowledge and would like to develop in such an environment.
  • You speak English very well.
 

Joining this particular project you can expect:

  • International work environment
  • Very agile and one of the hottest and visible on the whole bank level projects
  • TDD, CI/CD
  • Great atmosphere in the team
  • Real impact on the project
  • Flexible working time with possibility of remote work for 2-3 days in a week (after pandemic)
 

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

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If you want to get to know Margo culture better, take a look at: 
➞ our Brand Story,
➞ our
LinkedIn or Instagram profiles,
➞ our
YouTube channel.