HRO Recruitment is a specialist traditional recruitment business. HRO Recruitment is a brand of HRO Personnel Sp. z o. o. HRO Personnel is a Human Resources service provider operating under numer 6696. We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
Market Risk Quant Developer
Wrocław
Market Risk Management team (MRM) is responsible for managing market or fair value risk within our Client’s system. MRM carries out this responsibility in an independent and neutral way, providing comprehensive and INDEPENDENT view of the market risk to Senior Management. The primary objective of MRM is to ensure that business units of the Client optimize the risk-reward relationship and do not expose it to unacceptable losses.
Key Accountabilities:
- Complex analysis, evaluation and decision making – thorough analysis and undersanding of the detailed workflows and technical pocesses around the backtesting tool. Evaluation and refactoring of the current structure and taking essential complex decisions regarding restrusturing and migration of the tool
- Data processing – collecting very complex information and processing it ready for the decision making. Maintanance, extension, and restructurring of the data processes in the backtesting tool
- Development of methods, modles or analysis as well as improvements – refactoring the extensin of the backtesting code with the purpose of increasing robustness, testibility and scalability
- Management of large-scale projects inline with the assigned tasks – managing the migration process of the backtesting tool to a strategic platform and the development of further cross-divisional applications for risk calculations on this platform, cooperating with other teams in EMEA and APAC to leverage the synergies and to ensure the tool is available to a wider audience
- Relationship management – building relationships with colleagues in EMEA and APAC to ensure that the restructuring and migration of the tool fits the stakeholders’ needs
- Managerial responsibiliy – transfering of specialist know-how to employees, ensuring quality assurance, preparing decisions for escalation
Requirements:
- Master’s degree in Maths / Statistics / Computer Science/Finance/Economics or equivalent
- Significant experience in a software development role necessary, experience in a financial markets role with exposure to market risk practices helpful
- Excellent communication and documentation skills in English
- Database skills (SQL queries as well as database design)
- Knowledge of mathematical or statistical packages such as R, SAS, Matlab
- Knowledge of Java, JSP, ideallly Python
- Knowlede oh HTML, XML, CSS
- Knowledge of Javascript/jQuery/AngularJS
- Working experience with source code respositories
- Ability to transform business problems into a code
- Ability to work independently and flexibly with other groups
Please add the following clause to the end of your submitted CV: “I hereby consent for HRO Recruitment, a brand of HRO Personnel Sp. z o.o. with their head office in Warsaw at Puławska 182, to use my personal details hereby submitted for their recruitment process (documenting and processing personal information and forwarding said information to their clients within the structure of the client’s recruitment projects) in accordance with the Law on Protection of Personal Data (Dz. U. 2002 r. Nr 101 poz. 926) until I submit a written withdrawal of consent. I confirm that I was informed of the right to modify, access and protect my personal information.”
