Python Counterparty Credit Risk Senior Developer

Citigroup

22400-38100 PLN miesięcznie (Umowa o pracę)

Czym będziesz się zajmować?

  • Dewelopment and maintenance of the ACE Python application, assisting with transition to cloud
  • Identifying and developing calculation optimization improvements
  • Working with Front Office teams to integrate quant library/technology enhancements into the codebase
  • Supporting the build, testing and release management of the credit risk application
  • Working on Regulatory and Governance based projects across a range of the asset classes
  • Providing regular development updates to stakeholders
  • Performing data analysis and producing regular reports
  • Taking ownership and proactively following up on issues if they arise

Kogo poszukujemy?

  • Solid mathematical finance and statistical analysis skills
  • Knowledge of probability and stochastic calculus
  • Thorough and detailed approach to accuracy
  • Ability to follow procedures and operate within strict guidelines
  • Excellent command of programming using Python
  • Experience developing software for Windows and Linux
  • Good command of scripting using UNIX Shell
  • Experience working collaboratively within large development teams
  • Proficiency with version control software like Git, TortoiseSVN
  • Outstanding analytical and problem-solving skills
  • Degree educated with Master’s degree or equivalent in computer science, mathematics, engineering or physics
  • Excellent verbal and written English
  • Ability to work in a team and under pressure

Czego wymagamy?

Znajomości:

Języki:

  • Angielski

Jakie warunki i benefity otrzymasz?

  • 268390-457010 PLN rocznie (Umowa o pracę)
  • Umowa o pracę - Elastyczne godziny pracy (100%)
  • Praca zdalna: Hybrydowo
  • Pakiet medyczny, Ubezpieczenie, Pakiet sportowy

Gdzie będziesz pracował?

Centrum, Warszawa lub hybrydowo

Kim jesteśmy? – Citigroup

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Strona firmy: Citigroup