Senior C/Python Developer
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?
Senior C/Python Developer
Miejsce pracy: Wroclaw
Nr Ref.: VR-15111
Responsibilites
- Implement existing economic risk capital models (market/credit/operational/non-position risk) in a prototype environment using C/Python/R. Many of the current calculations are implemented in excel/VBA
- Partner with stakeholders in enterprise/credit/market/operational risk to get a good understanding of the models, their scope and any model assumptions and/or limitations
- Take an active interest in data sourcing & raise automation requests with feeds teams where appropriate. Proactively drive this forward
- Enhance documentation of the models to ensure it meets enhanced model validation and regulatory standards, and constitutes industry best practice
- Propose and implement model improvements
Requirements
- Excellent organizational, problem solving, and written/verbal communication skills.
- C/Python developer with 3-7 years of experience
- Knowledge and understanding of current best practices in development
- Demonstrable experience of good OO design and programming
Understanding of standard change control policies and procedures and ideally experience working in an IT environment with change control procedures
R language experience (nice to have)
- VBA experience (nice to have)
- Experience with all phases of the systems development lifecycle
- Understanding of agile methods (nice to have)
Preferred qualifications/experience:
- Awareness of test-driven development and design
- Experience of working in a continuous integration environment (TeamCity)
- Business knowledge of Credit Risk (preferable)
- Experience with source control (preferably Subversion)
- Experience with UNIX (Linux preferred)
- Experience with recent versions of C compiler
We offer
We are developing a core credit risk calculation engine for calculating counterparty credit risk for all counterparties. The team is looking for a developer with strong C/Python skills, and database skills to build new calculation models for the risk system. The suitable candidate should have a background in Investment Banking. The development team is based in London, Poland & Singapore.