The challenging role requires:
- working as a part of development team to implement new credit risk technologies within production systems using predominantly C# technologies;
- working closely with risk quants to provide solutions to issues identified during implementation or arising from changes in input data;
- development of 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 team is around 10 people now.
Skills and qualifications:
- Proficiency (at least 7 years) of at least one OOP language (preferred C#, C++, JAVA) and opennes for learning other languages (potentially including R, Python etc.).
- Proficiency in software engineering (at least 7 years), e.g.: TDD, CI, Clean Code approach, Design Patterns, Big O awareness, architecture and devOps skills.
- Fluency in English.
- Excellent soft skills (communication, eagerness to work in a quickly changing, multi-team, international environment, self-independency but opennes to work in a team.
- Interest in financial, quantitative and statistical knowledge and willingness to develop in such an environment