Lead Python developer (offline)

The application serves a wide variety of stakeholders such as Traders, Risk Managers and Financial Controllers and its mission is to provide accurate and timely valuations of trades and their sensitivity to market factors. The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.
Responsibilities:
- Develop Python toolsets that will help to validate batch performance problems and build possible optimization approaches
- Lead small team with 1 Snr Python dev on it
- Liaise with Bank internal development teams based mainly in Poland to drive towards a world class risk application
- Deliver on time regulatory commitments
- Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices
- Properly document work
Mandatory Skills:
- 5+ years in Python
- Expertise in at least one popular Python framework (like Django, Flask or Pyramid)
- Knowledge of object-relational mapping (ORM)
- Basic understanding of front-end technologies (.Net)
- Familiarity with event-driven programming in Python
Nice-to-Have Skills:
- Knowledge of financial derivatives pricing and risk
- Templating, Pandas, Numpy
- Experience of working with commercial or in-house quant pricing libraries
- C# or Java knowledge
Languages:
English: B2 Upper Intermediate