R Developer with Java,



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Project Description

- You would become a member of a Client's team, which creates and develops tools, implements solutions and provides consulting services in the area of risk IT
- We are looking for enthusiasts of science and software - experienced, self-driven R Developers who want to join the international project for the banking sector
- This is a hands-on, technical role in a highly-collaborative team
- Responsibilities will include development and maintenance of credit risk models in R


    - Developing and designing R based frameworks to compute advanced graphs, tables and listings
    - Working on an R package to perform standard statistical analyses
    - Extending R Shiny based modular framework for the interactive and reproducible exploration of trials data
    - Defining development & automation workflow


Must have

    - Degree in a Computer Science related discipline or equivalent;
    - Excellent communication and time management skills, with a track record of handling multiple workstreams;
    - Good experience in R and its mathematical libraries;
    - Minimum 3 years' experience of multi-threaded design and implementation
    - Minimum 6 years' of Java application development end-to-end experience and good experience with the available Java Math libraries, good understanding of Generalized AutoRegressive Conditional Heteroscedasticity (GARCH), Exponentially Weighted Moving Average (EWMA) and distribution fitting.
    - Experience with Spring, Hibernate, modeling data, math's calculations, statistics, complex formulas, math's libraries.
    - Experience with algo (WMA, distribution, aggressive etc). Understanding of different libraries and how to make use of libraries and implement modelling.
    - Source code Git experience is a must;
    - Comfortable working on Linux-based systems;
    - Strong written and verbal communication skills in English

Nice to have

    - Excellent team collaboration skills with different client groups (business and IT groups)
    - Knowledge in linear and/or non-linear mathematical optimization libraries is a plus;


English: B2 Upper Intermediate

Relocation package

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Work Type

Other Scripting Languages

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