Senior Quantitative Finance Developer Opportunity
5 dni temu
**Montrose Software (Polska) Sp.z.o.o Overview**
We are a leading software development company with an ongoing relationship with one of the largest North American banks to enhance and maintain its production libraries and applications.
The bank serves 17 million clients worldwide and provides personal and commercial banking, wealth management, insurance, investor services, and capital markets products and services globally. Our team works mainly with their capital markets teams, focusing on derivatives and fixed income systems.
Job Summary
We are seeking a Senior Quantitative Finance Developer to join our team in Kraków, Poland. As a key member of our team, you will be responsible for maintaining and enhancing a Risk management system for a big bank.
The system is a core internal instrument for data analysts and economists to make risk calculations. It consists of three layers:
- Front end - Microsoft Excel with a custom set of functions and menus; standalone Python application
- Business Logic Library - C++ and Python modules on the network
- Calculation grid - 50k computing grid running simulations in-house, AWS, and Azure
About You
To be successful in this role, you should have 5+ years of experience in software development, ideally in the quantitative finance area. A good knowledge of C++ and basic knowledge of Python are required. In-depth knowledge of various derivative products, familiarity with mathematical models for financial market dynamics, and numerical skills are also essential.
Familiarity with FpML and commercial experience in financial or capital markets are valuable assets. Ability to use version control systems, such as Git, and good communication skills are also necessary.
Benefits
We offer a competitive salary range of €80,000 - €110,000 per year, depending on your level of experience. Additionally, you will receive premier equipment, flexible working hours, remote work possibility, interesting and challenging work with international teams, English lessons with a native speaker, training budget, multisport card, lunch from local restaurants delivered to your home or office, kitchen full of food and drinks, private medical insurance, no dress code, indoor parking place for bicycles, and more.
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