Description
On behalf of our client an international finance institute, we are looking for external resources (2-3) with skills and abilities as stated below.
Cloud Developer in Risk Product (Technology & Finance) (f/m) P080:
Task and responsibilities
- Design, develop, test, deploy, maintain and improve software
- Manage your own project priorities, deadlines and deliverables
- Stay up to date on technology and help improve processes/culture
Mandatory skills and experience
Programming competency: Java, C++, JavaScript and Go (at least one)
Background in building distributed applications on Linux or in a cloud native stack (ideally CNCF)
Familiarity with SQL databases
A degree in Computer Science, Math or Engineering or equivalent experience
An appreciation of the challenges of building, running and servicing a minimum downtime production system
Interest and ability to learn, collaborative working style
Very good written and spoken English skills
Preffered skills/qualifications
Experience with developing cloud native and 12factor applications
Kubernetes experience on AWS, GCP or Azure
DevOps experience with GitHub, Terraform, CI/CD (Circle or similar)
Experience with NoSQL databases
An interest or background in financial markets and risk management
Advantages
Good knowledge of simple analytic pricing models like Black Scholes etc. (but not to the level where you need to be able to derive it).
Good knowledge of numerical algorithms related to pricing and risk (eg multivariate minimization, root-finding, solving systems of equation, interpolators etc.)
Passing knowledge of some numerical pricing method (eg PDE solving, Monte Carlo, trees, integration).
Experience with implementing any of the above in productive stacks in a financial institution.
Decent knowledge of vanilla FX, IR cash and OTC markets.
Knowledge of multi-curve discounting and collateral inclusion into yield-curves.
General awareness of the practical side of some of the more advanced concepts, eg model calibration, volatility modelling, correlation modelling etc.
Additional information
Optional: This tender refers to our skill grid Developer
Start date of assignment: ASAP
Initial contract duration 3 months (optional: extension is anticipated but cannot be guaranteed)
Degree of employment: Full-time
Location: Prague
If that project is of interest for you, please do not hesitate to contact us.