Would you like to work in a dynamic environment where your opinion and expertise are heard? Do you have an analytical mind? We are looking for someone like that to:
• Support the valuations methodologies and library interfacing (connection, dataflow and orchestration) with Bank's strategic cloud-based platform
• Work closely with Valuation Methodology and Finance IT IPV (Independent Price Valuation) developers
• Coordinate as well as participate in the development work required to migrate the valuation control methodologies to Microsoft Azure
• Support the methodology implementation that satisfies the SDLC and CD/CI approach
You'll be working as part of the IPV (Independent Price Verification) team in Poland, under the IPV lead and BA located in Poland and interacting with business users based in London. The successful candidate will be a member of the global IPV team which has team members in UK , Poland & India.
We work as part of a global team providing design, development, and refactoring business requirements for the IPV business. Solutions deployed should be extensible globally with minimal localization.
You'll be working very closely with Valuation Methodology team initially focusing on Interest Rates derivatives and Equity derivatives. The main objective of the team is to control the front-to-back model risk, including testing the theoretical implementation of the valuation model as well as valuation models' calibration to the market and its pricing of the exotic products, and development of the associated valuation methodologies.
- strong experience with Python 3, testing using Pytest (or similar) and Flask to create Python based services
- good understanding of the front-to-back trading/risk management platform is preferred
- excellent written and interpersonal communication skills
- A good balance between theoretical knowledge and practical
- experience with Agile methods (Test-driven development, Scrum etc.)
- familiarity with code versioning tools such as GitLab and familiarity with SDLC build pipelines
- motivated to drive strategical initiatives, while keeping a strong attention to details
- willing to collaborate and share knowledge with your team
Nice to have
- experience in using C#, C++ or .Net useful but not essential
- banking experience
English: B2 Upper Intermediate
If needed, we can help you with relocation process. Click here for more information.