Quant Developer

praca it: etat dla Margo Consulting Polska Sp. z o. o. / Warszawa

Tagi: Quant C# NET Developer Programista

Are you creative and passionate about programming? The terms of calculation models, numerical methods and algorithms are familiar to you? You want to direct yourself to technical expertise working in ambitious and stimulating projects?

Join Margo Consulting!

Role overview:

As a Quant Developer, you will join FRTB Risk Methodology team within Quantitative Analytics to assist in the development of a C# based generic risk engine to be used for risk calculations. You will work on implementation of model aligned with upcoming Fundamental Review of Trading Book (FRTB) regulations.

The Risk Methodology team reports to the Chief Risk Officer within Strategic Risk Management and is responsible for:
(1) creating models which capture market risk;
(2) making sure those models adhere to regulatory guidelines;
(3) implementing market risk models in IT systems;
(4) describing and documenting models for regulators;
(5) establishing policies and processes covering market risk.

As a member of the team, you are responsible for:

• Designing and developing a risk calculations framework including calculation modules;
• Reviewing alternative implementations and suggesting/implementing improvements;
• Working with Risk IT to ensure quant code is seamlessly integrated within the banks’s IT systems;
• Managing model release processes including integration, regression testing, user acceptance testing;
• Coding C# quantitative libraries.

Location: Warsaw / Type of the contract: permanent or B2B /
Remuneration: depends on your knowledge and experience

The position is ideal for you if:

• You have advanced C# .NET skills;
• You have experience with development tools like SVN, JIRA, TeamCity, Confluence;
• You have experience in coding numerical methods and algorithms;
• You have strong mathematical skills as well as excellent analytical, problem solving, and troubleshooting skills;
• You are a team player and your communication skills are on the high level;
• You speak English very well.

Would be great also if you have:

• Java development skills and experience with Microsoft Excel/VBA, LINQ, XML, Visual Studio;
• Basic Quantitative Risk knowledge;
• Willingness to question and challenge the way things are done and to come up with alternative approaches.

Joining Margo Consulting you can expect:

• Ability to work in international consulting company, a leader in its industry in France;
• Ambitious projects in the financial sector;
• Permanent contract or B2B cooperation;
• Benefits such as medical care and sports card;
• Opportunities for development (planning career paths, trainings, opportunities to switch between projects, including changes of position, opportunities to engage in additional activities);
• Very good atmosphere of work, integration events.

Few words about us:

Created in 2005 in Paris, Margo Consulting is a leading consulting company providing IT services. We hire 220 people and rank number one with investment banks in terms of consulting quality. We work in partnership with our clients helping them to create agile and outstanding information systems and we are pioneers on many complex issues, with high financial and technological added values.

By investing in the development of our employees and our start-up incubator, we have the ambition to create the future of IT and financial recruitment.

Interested? Motivated? Apply on-line in English at [email protected]

Please remember about the clause:
I hereby give consent for my personal data included in my application to be processed for the purposes of the recruitment process under the Personal Data Protection Act as of 29 August 1997, consolidated text: Journal of Laws 2002, No. 101, item 926 as amended.



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Opublikowana 2017-05-05
Wyświetlona: 6288 razy