Luxoft's client, a global commodity trader, are embarking on a significant risk application modernization programme, streamlining their architecture, remediating legacy infrastructure issues and providing a new scalable platform for business growth.
We are looking for a talented and motivated Risk Calculation Engineer to join our innovative team. The ideal candidate will have a strong background in Python development and experience with CI/CD practices, observability, and cloud/container technologies. You will play a key role in building and enhancing our risk analysis capabilities, ensuring accurate calculations, and improving our workflow efficiency.
High Level Design and Development:
- Lead the design, development, and implementation of scalable, high-performance Python-based applications for risk analysis and reporting.
- Collaborate with quants, risk analysts, and other stakeholders to translate complex risk requirements into robust technical solutions.
- Optimize and enhance existing Python codebases, ensuring they meet the demands of real-time risk calculations and regulatory requirements.
Detailed responsibilities:
- Complete the happy path for single Operational Risk Engine (ORE) risk calculations or similar solutions using Python to ensure accurate and efficient processing.
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Build out a portfolio generator that involves:
Mapping gas and power trades to ORE trade XML objects, handling approximately five trade types.
Mapping gas and power market data objects into XML format, covering about twenty different types of data.
Distribute calculations across multiple engines by initially implementing a simple asynchronous REST API.
- Provide functionality to stamp and view all inputs used in trade calculations, enabling traceability and accountability.
- Enable running calculations against a versioned engine in conjunction with CI/CD processes.
- Collect results into a ClickHouse database for efficient storage and quick access.
- Facilitate results viewing through native ClickHouse queries for streamlined data analysis.
- Develop a book/business hierarchy module to enhance data presentation and decision-making.
- Provide the capability to rerun single trade calculations in a local environment for testing and verification purposes.
- Implement fallback mechanisms for triage when trades fail to ensure robustness and reliability.
- Set up Jupyter notebooks for ORE analysis to be utilized by analysts for exploratory data analysis and reporting.
- Build comprehensive end-to-end integration tests that can be automated for regression testing, ensuring the integrity of the system over time.
MUST
- Technical Skills: Overview
- 5+ years of experience in Python development, with a focus on high-performance applications in capital markets or financial risk domains.
- Proficiency in object-oriented programming and familiarity with libraries such as NumPy, Pandas, and SQLAlchemy.
- Experience with distributed systems, microservices, and cloud-based architectures (e.g., AWS, Azure) is a plus.
- Strong experience with databases (SQL and NoSQL) and handling large datasets.
Detailed Technical Skills:
- Proficient in Python development, with a solid understanding of software design and implementation.
- Experience with CI/CD processes, observability, and GitOps methodologies to manage code and deployments effectively.
- Familiarity with cloud services and containerized environments, specifically Kubernetes (K8s) for deploying and managing applications.
Soft Skills:
- Excellent problem-solving skills with a proactive approach to identifying and mitigating risk.
- Strong communication skills, capable of translating technical language into business needs.
- Leadership skills with the ability to mentor team members and manage cross-functional collaborations.
- Familiarity with risk management frameworks and regulatory requirements (Basel III, FRTB, etc.).
- AWS Certification (AWS Certified DevOps Engineer, AWS Certified Solutions Architect, etc.).
- Knowledge of risk management in capital markets, particularly in market, credit, and liquidity risk.
- Understanding of financial products, pricing models, and trading systems
- Experience working with columnar databases, enhancing data processing and analytics capabilities.
Luxoft Poland
2000
Luxoft, a DXC Technology Company is a global digital strategy and software engineering firm with over 17,000 international employees within its 58 offices in 29 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 13 years. We have offices in Krakow, Warsaw, Wroclaw, and Gdansk. We employ over 2,000 professional experts carrying out projects for over 100 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 almost 80 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!