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# Quant developer
Miejsce pracy: Wroclaw
Nr Ref.: VR-21873
Responsibilites
A challenging role as a Senior C# Quant Developer in a demanding business (Risk Management). Duties and responsibilities include:
- Implementation of new requirements, with particular focus on scalability and quantitative modelling
- Interaction with requirements engineers, project managers, and business experts
Requirements
- Experience with the .NET framework and C#
- Experience in implementing multithreaded applications
- Deep knowledge of WCF, Entity Framework
- Good knowledge of Python (and Numpy package)
- Knowledge of portfolio optimization techniques and theory, including principles of risk management in finance
- Understanding of financial time series and products, ability to understand and solve data quality issues in financial products
- Master studies in technical discipline from renowned university (math, computer science engineering, physics) concluded in rapid time and with excellent marks
- Knowledge of machine learning algorithms and theory recommended
- Previous experience in quant development recommended
- Microsoft certification recommended
- PhD recommended
We offer
Risk Management and Portfolio Optimization platform
The Regulatory project delivering the Key Investor Document.
The goal of the project is to implement key EU REGULATIONS on key information documents for packaged retail and insurance-based investment products.
Applications are used to calculate and publish Risk Key Figures of financial products or product in many portfolios.