We invite passionate engineers to join our Market Risk Technology Team. Our mission is to build a robust middle-office Market Risk platform to calculate Internal Stress Testing, Federal Stress Testing Scenarios, Value at Risk (VaR), and Risk Theoretical Profit and Loss (RTPL).
The platform we are developing is not directly for traders but primarily serves risk managers, financial controllers, and regulatory bodies. Its primary function is to provide accurate, timely, and reliable risk measurements and evaluations.
Python
- Risk Calculation Development: Design, develop, and implement new risk calculation methods using Python. Apply your quantitative skills to model complex financial instruments and risk scenarios.
- System Enhancement: Enhance the existing risk system by identifying areas of improvement and introducing innovative solutions. Your mathematical and programming skills will be crucial in developing more efficient and effective ways to calculate and present risk.
- Collaboration: Work closely with risk managers, financial controllers, and other stakeholders to understand their needs and incorporate their input into the risk system. This will involve translating complex financial concepts and requirements into effective software solutions.
- Testing and Validation: Conduct thorough testing and validation of the risk calculation methods to ensure accuracy. This will involve creating tests, running simulations, and analyzing the results to validate the calculations.
MUST
- Extensive experience with Python programming (5+ years), including a strong understanding of data structures, algorithms, and software design principles.
- Mathematical Aptitude: Strong mathematical background, preferably with a focus in quantitative finance, statistics, or a related field. Ability to model and solve complex mathematical problems related to financial risk.
- Financial Knowledge: Understanding of financial concepts and risk management principles. Knowledge of "Greeks", VaR, Derivative products
- Problem-Solving Skills: Strong analytical and problem-solving skills, with an ability to think creatively to develop solutions to complex problems.
- Investment Bank experience
- PySpark
- Java
Luxoft Poland
2500
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 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 2,500 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, India, 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!