Description
Cloud Developer in Risk Product (Technology & Finance)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 (e.g. multivariate minimization, root-finding, solving systems of equation, interpolators etc.)
•Passing knowledge of some numerical pricing method (e.g. 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, e.g. model calibration, volatility modelling, correlation modelling etc.
Additional information
• Optional: This tender refers to our skill grid Developer
• Start date of assignment: as soon as possible
• Initial contract duration 3 months (optional: extension is anticipated but cannot be guaranteed)
• Degree of employment: Full-time
• Location: Prague
• Optional/if applicable: Comments and conditions regarding work on weekend / shift work (and commercial terms e.g. surcharges)