- You have an university degree with strong numerical and programming experience (Maths, Physics, Statistics, IT, Engineering),
- You have technical expertise in several of the following domains: Multi-threaded core Java development, SQL server / Oracle, Java Swing / AngularJS, C++, Apache Ignite / Grid gain, Openshift, Kubernetes,
- You have knowledge of financial products / derivatives and their valuation methods,
- You know how to bootstrap an interest rate curve,
- You have experience in implementation of option pricing models,
- You are familiar with concepts of multicurve framework and volatility surface,
- You can explain Value-at-Risk, CVA/DVA, other XVAs and you know how to produce them.
- Good knowledge of financial mathematics (probability, stochastic processes, stochastic differential equations),
- Good knowledge of methods for derivatives pricing,
- Good knowledge of models and measures for market and counterparty credit risks.
- Soft skills: fast learner, flexible, team player, stress resistant.
In the context of an ambitious Financial Markets project, we look for a FINANCIAL MARKETS QUANT DEVELOPER. This project, called IPA (Internal Pricing Architecture), aims to comply with future regulatory environment (FRTB) and to replace legacy Financial Markets and Risk applications. The Financial Markets Business Experts team, specialized in Derivative products, covering a wide range of asset classes (Interest Rates, Equities, FX, Commodities, Credit) supports businesses in London, Brussels, Amsterdam, Singapore (Asian hub) and New York. We offer clear purpose, a unique offer and a range of flexible compensation and other benefits: • Personal growth & challenging work with endless opportunities to realise your ambitions • An informal, dynamic environment with innovative colleagues supporting your endeavours • A progressive and agile way of working, where new ideas are valued ahead of convention
- contract of employment
type of contract - 8:00 - 16:00
work hours - Zajęcza 4, Warszawa
this is the location of our office
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- najnowsze technologie
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- 50% dofinansowania na kartę Multisport
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