Luxoft is a global leader in high-end software development.
Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
This challenging role requires:
- working as part of the development team to implement new credit risk methodologies within production systems using C++ / C# / JAVA 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.
Must:
- You have knowledge of at least one OOP language (preferred C++, C#, JAVA) and openness for learning other languages (potentially including R, Python, etc.).
- You are experienced in software engineering, e.g.: TDD, CI, Clean Code approach, Design Patterns, Big O awareness, architecture and DevOps skills.
- You are fluent in English
- 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.
Nice-to-have:
Prior experience of algorithmic development, or working with financial instruments and/or data would be desirable, as would experience of development work within market or credit risk functions.
Within Bank's Credit Analytics area our team is responsible for delivery of credit portfolio models onto the bank's technologically cutting-edge strategic platforms (modern .NET, JAVA & C++ based). With a focus on providing effective model implementation and proposing improvements, the role requires an understanding of complex methodologies gained through working closely with Risk Quants in new and innovative modelling areas. With a growing presence in Warsaw, we are currently looking for a bright, communicative and open Software Developer to be part of the Credit Methodology Quant Dev team, contributing to this development work.
Overview of the department / team:
We are a growing, Warsaw-based, independent, highly-collaborative team currently comprising around 5 people. Within a quickly changing environment, in cooperation with Front Office Risk IT teams, we develop software from the ground up to implement regulatory-required Credit Risk models (FRTB DRC). We highly value excellence in software engineering and domain knowledge. We believe in an open and honest environment, share values of mutual respect and team loyalty, but have an individual and flexible approach to particular needs. We aim at a cross-functional and agile structure based on knowledge sharing and constant improvement. We deliver credit portfolio models onto 3 bank strategic, technologically cutting-edge platforms (modern .NET, JAVA & C++ based). We aim to provide effective model implementation and propose improvements, requiring an understanding of complex methodologies gained through working closely with Quant Analysts on new and innovative modelling areas. In the longer term we are looking to expand the model base and build a highly-skilled software team specialized in statistical and financial domains.
This role provides the successful candidate with experience of working as a software developer within Quantitative Finance, an increasingly active area of work within Warsaw currently. The specific project focuses on the application of credit risk techniques and includes exposure to credit portfolio modelling as a development area. The successful candidate will play an instrumental role in shaping the implementation of such models as part of a strong and growing team.