Senior Quantitative Developer (offline)

Project Description:

We are looking for the star Quantitative Developer who is not afraid of work and challenges! Gladly becoming a partner with famous financial institution, we are gathering a team of professionals with wide range of skills to successfully deliver business value to the client. T-shade concept of people is the one we follow in the hiring process, but let's talk about the project itself.
Our client is one of leaders in Financial Market and looking for strengthening its front-tier risk calculation and management. It involves a lot of different sub-systems to get integrated and make them working as the one meeting high quality standards including performance and robustness. Core system to interact with is FinCad F3. Technology stack we are targeting at is Kafka, Java, Python, Kubernetes, AWS.
Python is the core language of FinCad F3 framework for integration, math and financial modeling, reporting. The python engineers will work closely with business and IT stakeholders to integrate F3 into the bank's landscape (directly or via Kafka-based framework that's being engineered now) and build analytical financial models calculating various inputs to bank's business. Skills required: solid core python, multi-threading and -tasking, asyncio, pandas and numpy, hands-on with API engineering, performance optimization, data science experience, ideally grid computing (Spark and alike).
Are you the one who is willing to dig deep into Financial Market? Are you T-shaped person who is not afraid of doing variety of work? Then we suit you perfectly! Submit your CV and our team is going to reach to you asap!

Responsibilities:

1) Integration with market data providers
2) Orchestration of valuation in FINCAD, i.e. loading particular curves, FX rates, curves calibration setup
3) Financial Engineers who understand IR curves calibration, financial products valuation (FX futures, forwards, options, cross corrency swaps), sensitivities and risk metrics valuation like VAR, CVA with ability to extend the standard valuation in FINCAD
4) Python Microservices development
5) Code Quality maintenance and improvement through instilling best practices
6) Conducting Code Review of team members

Mandatory Skills:

Financial Engineering, Python Testing, NumPy, Python, FX/MM Operations, Multithreading, Pandas, Data Science, FX Trade Input, Microservices

Nice-to-Have Skills:

Java, Kafka