Quant Developer
Miejsce pracy: WarszawaWith over 2800 Engineers, Sii is the top IT & engineering services provider in Poland. We work with passion for the best companies!
At the moment we are looking for:
170518-FE911
Succesful candidate will work on implementation of model aligned with upcoming Fundamental Review of Trading Book (FRTB) regulations. The project aims to build a large collection of models and the calculation framework hence offering design and optimization challenges. Day to day work would be in an intellectually stimulating and challenging environment.
Duties and Responsibilities:
- Designing and developing a risk calculations framework including calculation modules, connectivity to data sources
- Reviewing alternative implementations and suggests/implements improvements
- Working with Risk IT to ensure quant code is seamlessly integrated within the banks’s IT systems
- Model release processes management including integration, regression testing, user acceptance testing
- Coding C# quantitative libraries
- Very good C# and .Net skills – at least 3 years of experience
- Knowledge and experience with development tools like: SVN, JIRA, TeamCity, Confluence
- Experience in coding numerical methods and algorithms
- Strong mathematical skills, excellent analytic, problem solving and troubleshooting skills
- Interesting projects focused on new technologies and realized within different client’s sectors (banking, telco, pharma)
- Possibility to join the Best Place to Work in IT in Poland, awarded with Great Place to Work and Computerworld AudIT prizes
- Flexible employment forms – B2B and permanent contract
- Package of benefits (Multisport card, privet medical insurance, group insurance, English course)
- Unique work atmosphere – Check it yourself! – plenty of integration and family-friendly events, hobby groups: sports, board games, photography, billiards
Interested individuals are encouraged to send their resume to
together with an approval for the processing of personal data listed below:
„I hereby give consent for my personal data included in the submitted documents to be processed by Sii Sp. z o.o., Al. Niepodległości 69, 02-626 Warszawa, also in the future, for the purposes of the recruitment process. I give this consent voluntarily and I declare that I have been informed about my rights me under the Personal Data Protection Act of 29 August 1997 (consolidated text: Journal of Laws 2016, item 922, as amended)”.
Please note that we will contact only selected candidates.
