We're developing a strategic risk-management platform in one of the World's Top 10 Investment Banks. It is a mission-critical project for the Client because it enables large scale Monte Carlo simulations to forecast future cash flows of derivative trades and portfolios along with quantification of associated risks, which are used by Client's traders across the world. It is also used for Stress testing and runs hundreds of potential economic scenarios to confirm Bank's readiness for various business conditions to market regulators. Calculated exposures are used for Basel 3 reporting, RWA calculations, trading limits, valuation of Market and Credit risks etc. This platform performs overnight data loading and runs batch processing during the day to deliver data to downstream systems according to strict SLAs. It is also capable of intraday online calculations. This is a legacy platform to an extent, but we keep developing new components and modify existing ones, there is more development than support activities. Also, there is undergoing Automation program sponsored by Client's top management in order to bring platform to modern and automated delivery process. We strive to reduce manual work and bring best engineering ideas to life. Our team: We're part of Client's Risk Analytics IT department, there is around 80 Luxoft professionals organized into several cross-functional development and supporting teams. Team size is 8-10 people, with a Team Lead, .Net developers, Oracle developers, QA Engineers and System analysts. We generally follow 4 sprints development cycle, each sprint being 2 weeks, but team is free to adapt to their projects needs in terms of methodology and software development process. We value teamwork, as well as recognize individual contribution into success of the project.
Technology stack:
[Programming Languages] - C#, Python, Java/Scala, SQL, PL/SQL, XSLT, xQuery, PowerShell
[IDE] - Visual Studio 2019, VS Code, IDEA, PyCharm, PL/SQL Developer
[Frameworks] - .net 5/6, .net core, .net framework, Spring.net, ApacheThrift, ASP.NET MVC, TibcoEMS, gRPC, RestAPI
[Cloud] - Azure Provider, Azure Batch, CosmosDB, AKS, DataBricks, Functions, ADLS
[DB/BI] - Oracle 11g, MongoDB, MS-SQL BI (SSIS, SSAS), DataBricks, PowerBI
[BigData] - Spark, Hadoop, DataBricks, Tableau, Hive, ADLS
[CI/CD/DevOps] - GitLab, Docker, MS Build, Puppet, Nexus, NUnit, SonarQube, Unix
[QA] - Jira X-Ray, Python
Opportunities for you:
• Become a valuable expert by delivering top-notch Investment Banking regulatory programs (SIMM, CCAR, FRTB etc.)
• Grow as a seasoned professional by working on a complex business-critical platform, learn from a team of over 100 experts
• Favorable environment for career growth, which depends on your career goals: develop your seniority / change into new technology / grow into management. Good ambitions are very much appreciated
• Ownership, hardworking and efficient ideas are rewarded
• Bonus program to acknowledge top performers
• New technologies / tools / inventions are appreciated by Client
• Become professional in risk-management systems, which is highly demanded on Investment Banking market
• Get experience with high performance system using distributed calculations and cloud computing
• Get experience in BigData, BI and Cloud
• Large amount of training materials from Luxoft, sponsorship of Certifications
Utilize Python to build and extend the bank's core evaluation platform
Design and build micro-services and cloud-native solutions
Analyze data, and prepare automated reports
Leverage automated testing (unit tests, integration tests)
Follow DevOps culture
Enforce and follow policies and practices to guarantee the highest quality outcomes, suggest improvements
Deliver all types of needed documentation (architecture, design, how-to-s, checklists, deployment instructions), and care about the product delivery through all stages till the production.
Must have
5+ years of experience in coding on Python
10+ years of experience in software development, at least 2+ years working with large backend applications and databases
Pro-activeness, self-organization, good communication skills, readiness to perform and focus on the result
Troubleshooting skills
Strong knowledge of testing approaches and methodologies
System analysis skills
Experience with Jira and Xray plugin
Sufficient SQL knowledge to perform data analysis
Experience with Oracle DB
Strong understanding of Agile and Waterfall SDLC
Nice to have
Degree in Computer Science or relevant technical specialty
Knowledge/experience in financial domain
Understanding of Continuous Integration and Continuous Delivery
Experience with NoSQL databases (we use MongoDB)
Languages
English: B2 Upper Intermediate
Seniority
Senior
Get notifed when new similar jobs are uploaded
Get notified when new jobs are added by luxsoft