[Rates Risk Technology] Python Developer,

Project Description

We are looking for engineers to join the Rates Risk Technology Team that is developing real time risk system. The application serves a wide variety of stakeholders such as Traders, Risk Managers and Financial Controllers and its mission is to provide accurate and timely valuations of trades and their sensitivity to market factors. The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.


    - Integrate new Risk calculations on Python
    - Liaise with Bank internal development teams based mainly in Poland to drive towards a world class risk application
    - Deliver on time regulatory commitments


Must have

    - 3+ years in Python
    - Expertise in at least one popular Python framework (like Django, Flask or Pyramid)

Nice to have

    - Knowledge of financial derivatives pricing and risk
    - Templating, Pandas, Numpy
    - Experience of working with commercial or in-house quant pricing libraries
    - C# or Java knowledge


English: B2 Upper Intermediate



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