Quantitative Model Developer – Python

Odpovědět na pozici

We are looking for Python for one of the world’s largest and most respected banks.

You will be working on migration and regulatory projects and tasks. We are looking for seniors or mediors with potential since there is an opportunity to grow and learn.

POPIS POZICE

  • You will be maintaining current risk applications and models on a regular bases
  • Coming up with clear and solid designs to implement proposed modeling changes, to deliver in dynamic, agile, and often ambiguous contexts
  • Delivering prototypes using or extending as appropriate our Python-based modeling platform
  • Developing the models in Python and assisting IT to integrate them into the production system
  • Participating in the design and the development of robust, scalable, and extendible Market Risk solutions and their integration into the Risk engines framework.
  • Supporting Risk, FO, and IT users of our analytics as and when required

PROFIL KANDIDÁTA

What we’re looking for:

  • Solid years of hands-on Programming skills in Python.
  • Nice to have: Experience in implementation of risk models and web development
  • Proactive and detail-oriented person, yet adaptable to changing requirements and flexible at the same time.

Skills that will help you in the role:

  • Experience in development of market risk, or quantitative pricing models, flowing SR11-7 standard 
  • Some experience in the development of market risk, or quantitative pricing models, following SR11-7 standard 
  • A plus is a knowledge of financial (e.g., Interest rate products including exotics, Corporate Bonds and Credit Derivatives, Equities, FX, Commodities)
  • Analytic skills: financial mathematics, time series, statistical analysis, numerical analysis, etc.

NABÍZÍME

Our offer

  • Possibility to work remotely most of the week
  • Competitive holiday allowance
  • Competitive pay
  • Life assurance
  • Income protection
  • Private medical care
  • Flexible working
  • Pension contribution

NABÍRÁME MUŽE I ŽENY

Naše inzeráty jsou v některých případech psány v ženském nebo mužském rodě. Tento postup byl zvolen výhradně proto, aby bylo dosaženo co nejvyšší plynulosti textu. V žádném případě se nevyjadřuje genderově podmíněný nebo diskriminační přístup naší společnosti k uchazečům a uchazečkám o volná pracovní místa.

LOKALITA

  • Praha

Typ úvazku

  • Plný úvazek

Obor

  • Development & Engineering

Váš konzultant

David Veverka

David Veverka