Bright minds,
sharp solutions

Luxoft is a global IT service provider of innovative technology solutions that delivers measurable business outcomes to multinational companies. Its offerings encompass strategic consulting, custom software development services, and digital solution engineering. Luxoft enables companies to compete by leveraging its multi-industry expertise in the financial services, automotive, communications, and healthcare & life sciences sectors. For more information, please visit the website.

Line of Business:

Financial Services

Position:

Regular C# Developer

Project Description

Our team is responsible for delivery of credit portfolio models for calculating regulatory capital charges. Platforms with generic capabilities (e.g. data sourcing, calculations parallelization, error reporting, front end) are delivered by IT teams; models (i.e. algorithms, mathematical equations, prototype code) are delivered by Quant Analysts; out team collaborates very closely with both sides, understanding their needs and constraints, finally implementing automatically built and tested Models with a strong focus on architecture and maintainability. With a growing presence in Warsaw, we are currently looking for a bright, communicative and open Software Developer to be part of the Credit Methodology Quant Dev team, contributing to this development work.

We are a growing, Warsaw-based, independent, highly-collaborative team with a target size of around 10 people. We highly value excellence in software engineering and domain knowledge. We believe in an open and honest environment, share values of mutual respect and team loyalty, and have an individual and flexible approach to particular needs. We aim at a cross-functional and agile structure based on knowledge sharing and constant improvement, to which end we work closely with other methodology colleagues across 4 locations, as well as other development teams across the bank more widely.

Responsibilities

Particular challenges to be addressed by the successful candidate include:
• gaining a working understanding of complex methodologies sufficient to enable implementation of new models within a new model framework, working to strict deadlines;
• working alongside Front Office Risk and Risk IT teams to ensure well-defined interfaces between the various components of the model;
• working together with quant teams to identify, understand and propose solutions to issues arising as part of the implementation;
• comprehensive testing of the model to demonstrate correctness of implementation.

This role provides the successful candidate with experience of working as a software developer within Quantitative Finance, an increasingly active area of work within Warsaw currently. The specific project focuses on the application of credit risk techniques and includes exposure to credit portfolio modelling as a development area. The successful candidate will play an instrumental role in shaping the implementation of such models as part of a strong and growing team.

Skills

Must

1. You have good knowledge (above 2-3 years work experience) of C# and openness for learning other languages (potentially including R, Python, etc.).
2. You are experienced in software engineering (≥2-3yrs), e.g.: TDD, CI, Clean Code approach
3. You are fluent in English (communication with British English speakers will be required on this position)
4. You communicate & work well in a quickly changing, multi-team, international environment
5. You are independent, willing to challenge the status quo, but collaborative in your working style.

Nice to have

1. Good knowledge (≥2-3yrs) of at least one OOP language (C++, JAVA)
2. Design Patterns, Big O awareness, architecture and DevOps skills
3. Experience with financial instruments and/or financial data
4. Experience with Market or credit risk functions
5. Experience with algorithmic development
6. Interests in financial, quantitative and statistical knowledge and willingness to develop in such environment.

Languages

  • English: Advanced/Fluent

Relocation package

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