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πŸ€“ Quant Developer (Senior C# Developer)

20 000 - 23 000 PLN net

🌍 Margo | Jerozolimskie 56c, Warszawa


πŸ‘‰ Requirements:

  • C# πŸ”ΈπŸ”ΈπŸ”ΈπŸ”Έ
  • English πŸ”ΈπŸ”ΈπŸ”ΈπŸ”Έ
  • Problem solving skills πŸ”ΈπŸ”ΈπŸ”ΈπŸ”Έ
  • SVN / GIT πŸ”ΈπŸ”ΈπŸ”Έ
  • JIRA πŸ”ΈπŸ”ΈπŸ”Έ
  • TeamCity πŸ”ΈπŸ”ΈπŸ”Έ
  • Confluence πŸ”ΈπŸ”ΈπŸ”Έ
  • Algorithms πŸ”ΈπŸ”ΈπŸ”Έ
  • Mathematical skills πŸ”ΈπŸ”ΈπŸ”Έ
  • Quant 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 FRTB Risk Methodology team within Quantitative Analytics to assist in the development of a C# based generic risk engine to be used for risk calculations. You will work on implementation of model aligned with upcoming Fundamental Review of Trading Book (FRTB) regulations.
    The Risk Methodology team reports to the Chief Risk Officer within Strategic Risk Management and is responsible for: 
    (1) creating models which capture market risk; 
    (2) making sure those models adhere to regulatory guidelines; 
    (3) implementing market risk models in IT systems; 
    (4) describing and documenting models for regulators;
    (5) establishing policies and processes covering market risk.
    As a member of the team, you are responsible for:
    The position is ideal for you if:
    Joining Margo you can expect: