Would you like to work in a dynamic environment where your opinion and expertise are heard? Do you have an analytical mind? We are looking for someone like that to:
- Support the valuations methodologies and library interfacing (connection, dataflow and orchestration) with Bank's strategic cloud-based platform
- Work closely with Valuation Methodology and Finance IT IPV (Independent Price Valuation) developers
- Coordinate as well as participate in the development work required to migrate the valuation control methodologies to Microsoft Azure
- Support the methodology implementation that satisfies the SDLC and CD/CI approach
You'll be working as part of the IPV (Independent Price Verification) team in Poland, under the IPV lead and BA located in Poland and interacting with business users based in London. The successful candidate will be a member of the global IPV team which has team members in UK , Poland & India.
We work as part of a global team providing design, development, and refactoring business requirements for the IPV business. Solutions deployed should be extensible globally with minimal localization.
You'll be working very closely with Valuation Methodology team initially focusing on Interest Rates derivatives and Equity derivatives. The main objective of the team is to control the front-to-back model risk, including testing the theoretical implementation of the valuation model as well as valuation models' calibration to the market and its pricing of the exotic products, and development of the associated valuation methodologies.
- strong experience with Python 3, testing using Pytest (or similar) and Flask to create Python based services
- good understanding of the front-to-back trading/risk management platform is preferred
- excellent written and interpersonal communication skills
- A good balance between theoretical knowledge and practical
- experience with Agile methods (Test-driven development, Scrum etc.)
- familiarity with code versioning tools such as GitLab and familiarity with SDLC build pipelines
- motivated to drive strategical initiatives, while keeping a strong attention to details
- willing to collaborate and share knowledge with your team
- experience in using C#, C++ or .Net useful but not essential
- banking experience
Luxoft, a DXC Technology Company, is a global digital strategy and software engineering firm with about 18,000 international employees within its 44 offices in 21 countries. It is headquartered in Zug, Switzerland.
In 2000, Luxoft was established in Moscow under the direction of Dmitry Loschinin. In 2008 it acquired ITC Networks in Bucharest. In 2013, Luxoft was listed on the New York Stock Exchange, following an initial public offering of 4.1 million shares at $17.00 per ordinary share.
In January 2019, Luxoft was acquired by U.S. company DXC Technology. Luxoft partnered with LG Electronics to create a next-generation Autonomous Mobility concept vehicle that integrates consumers' personalized digital lifestyles into a driving experience. Luxoft enabled Switzerland's first Blockchain based e-vote platform with the City of Zug and Hochschule Luzern's Blockchain Lab.
Luxoft, a DXC Technology Company is a world-renowned company. It has been present on the Polish market for over 11 years. We have offices in Krakow, Warsaw, Wroclaw, and Tri-City. We employ almost 2,000 experienced experts carrying out projects for over 40 clients from the financial, automotive, medical, tourist industries, etc. We work for many international clients, including the USA, Great Britain, and Switzerland.
So far, Luxoft Poland has made a name for itself as a company that offers work on innovative projects, we offer various experiences in the field of IT, opportunities for rapid development, an extensive training program, and attractive benefits for employees.
At present, 62% of Luxoft Poland employees come from Poland, and 38% from around 50 countries, including Ukraine, Brazil, Russia, India, Belarus, Turkey, Spain, Portugal, Italy, Romania, USA, etc.
At Luxoft, a DXC Technology Company, as much as 85 percent of employees are experts with the "Senior" experience level, with at least five years of experience. We care about our employees, so every day we try to provide them with the best possible conditions for work and development.
Technology is our passion! We focus on top engineering talent means that you will be working with the best industry professionals from around the world. Because of that, Luxoft is a global family with an epic atmosphere – we love what we do!