All offersWarszawaNetQuant Developer (Senior .NET Developer)
Quant Developer (Senior .NET Developer)
Net
Margo

Quant Developer (Senior .NET 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#
    master
    SVN
    regular
    JIRA
    regular
    TeamCity
    regular
    Confluence
    regular

Job description

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:
 
  • Designing and developing a risk calculations framework including calculation modules;
  • Reviewing alternative implementations and suggesting/implementing improvements;
  • Working with Risk IT to ensure quant code is seamlessly integrated within the banks’s IT systems;
  • Managing model release processes including integration, regression testing, user acceptance testing;
  • Coding C# quantitative libraries.
 
The position is ideal for you if:
 
  • You have advanced C# .NET skills;
  • You have experience with development tools like SVN, JIRA, TeamCity, Confluence;
  • You have experience in coding numerical methods and algorithms;
  • You have strong mathematical skills as well as excellent analytical, problem solving, and troubleshooting skills;
  • You are a team player and your communication skills are on the high level;
  • You speak English very well.
 
Would be great also if you have:
 
  • Java development skills and experience with Microsoft Excel/VBA, LINQ, XML, Visual Studio;
  • Basic Quantitative Risk knowledge;
  • Willingness to question and challenge the way things are done and to come up with alternative approaches.
 
Joining Margo you can expect:
 
  • Ability to work in international consulting company, a leader in its industry in France;
  • Ambitious projects in the financial sector;
  • Permanent contract or B2B cooperation;
  • ­­­Benefits such as medical care and sports card;
  • Opportunities for development (planning career paths, trainings, opportunities to switch between projects, including changes of position, opportunities to engage in additional activities);
  • Very good atmosphere of work, integration events.