Quant Developer (C#, Java or C++) (Ref.: EK/0818)
algorythms - calculation models - Java - numerical methods
Warsaw, Permanent or B2B contract
As a Quant Developer, you will join the team 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.
As a member of the team, you are responsible for:
- Implementing new credit risk methodologies within production systems using C++ / C# / JAVA technologies
- Providing solutions to issues identified during implementation or arising from changes in input data
- Developing 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
The position is ideal for you if:
- You have deep 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
- 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
- You speak English very well.
Joining Margo you can expect:
- Ability to work in international consulting company, a leader in its industry in France
- Ambitious projects in the IT 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.