MaRS (Market Risk System) is a system responsible for calculating Value at Risk of the Bank. This value tells how much the Bank can lose during stock market crash, given current positions and history of price changes. Tens of thousands reports are calculated daily by various individuals – from traders to risk management managers. It provides data to 21 other systems across the bank. The system consists of many components running on 250+ production, test and disaster recovery Red Hat servers. Components written in mainly in C++ 95%, SQL, python / bash automation scripts, Web Server in Java language.
The system consists of many components running on 120+ production, test and disaster recovery Red Hat servers. Components written in C++, SQL and Java languages. Deployment and Monitoring scripts written in bash and python.
Team based in Wroclaw is about 14 developers, 2 people from L3 support. Cooperation with wider teams in London and Bangalore. Overall about 60 people actively working on the application side. Developers working in a smaller sub-team.
Working with modern toolset i.e.: C++, clang, llvm, boost, cmake,
Development tools: CLion, PyCharm
Knowledge of SQL language will be a plus
Luxoft is an emerging global leader in high-end software application development.
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Luxoft is a global IT outsourcing and software development company with 4000 employees across 17 locations. It was recently recognized as Leading Central and Eastern European Service Provider in the 2010 Global Services 100 list. Luxoft is famous for flexible delivery models, world's best IT talent pool, low attrition rates, best-of-breed processes and highest security and quality standards.
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