Python Developer FRTB models

Oferty Pracy

Python Developer - FRTB models

Workplace: Krakow

Description

We are member of French ALTEN Group present in 25 countries around the world and employing over 34,000 engineers and IT specialists. Since 1988 we deliver advanced IT systems for well-known brands, develop medicine and the renewable energy industry. ALTEN innovates aero and cosmonautics, trains, electric and autonomous vehicles, and even space rockets. We are currently looking for a Python Developer – FRTB Models who will join our team.


Main tasks

  • This is a role responsible for development and analysis of models for traded risk measurement related to Fundamental Review of the Trading Book (FRTB)
  • Develop code for FRTB-related Traded Risk models using specifications provided by quants / modelers
  • Perform quantitative analyses for optimization of FRTB-related Traded Risk models
  • Develop code for interfaces to internal data systems used for FRTB-related computations
  • Take part in development of FRTB models methodology

Requirements·

  • Minimum Bachelors level in Math/Science/Engineering/IT discipline
  • Ability to investigate and explain large IT platforms with little documentation, and to replicate them at prototype level
  • Clear and demonstrable familiarity with key Traded Risk measures
  • Experience with software build systems and version control
  • Ability to write clear and understandable technical documents
  • Strong programming skills in Python
  • Knowledge of Matlab and / or R is a plus although not a prerequisite
  • Knowledge of Anaconda Python distribution, community  or enterprise version, both from client as well as server end
  • Experience with development tools including version control (Git, GitHub) and issue trackers (JIRA)
  • Experience of working using agile approach is a plus
  • Fluency in English

We offer

  • Stable and long-term cooperation
  • Certification and training opportunities
  • Possibility to choose type of contract (B2B also)
  • Benefit package (MultiSport card, Medicover, MyBenefit)
  • Unlimited growth and development opportunity
  • Relocation support & relocation package

Do not hesitate and join our team!





Authorisation to process personal data

I hereby agree for processing my personal data by ALTEN Polska sp. z o.o. for the purpose of participating in future recruitment within the following scope: first name and surname, date of birth, e-mail address, phone number, education, professional experience, photo, correspondence address, hobby.

Additional information

Please, include following in your CV:

„I agree to the processing of personal data provided in this document for executing this and future recruitment processes by ALTEN Polska Spółka z o.o., ul Pańska 73, 00-834 Warszawa, pursuant to the Personal Data Protection Act of 10 May 2018 (Journal of Laws 2018, item 1000) and in agreement with Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (General Data Protection Regulation)”.

In this project you can choose Work Contract or B2B Contract.

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