About our client:
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.
To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.
We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.
About the project:
Financial Markets (FM) has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, FM has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.
Within FM, the Modelling & Analytics Group (‘MAG’) is accountable for design, development and delivery of real-time pricing models, risk models and core infrastructure which are used in enabling pricing, market data, intra-day risk reporting capability, and portfolio level analytics including reporting and capital optimization.
You will be the part of newly established and growing branch of MAG team in Poland
- Development and extension of new features for Bank's internal pricing platform.
- Close cooperation and access to coaching from Core team.
- Use of Haskell and our in-house variant, Mu.
- Working closely with Financial Markets traders and quantitative developers.
- Working in organisation open to innovation and continuous improvement.
Who we're looking for?
- Experience in functional programming, preferably Haskell.
- Solid computer science knowledge (algorithms, data structures, complexity, concurrency / parallelism).
- Solid mathematical background.
- Knowledge of financial products, specifically calculation of valuations or risk is advantageous
- A degree in computer science or equivalent experience.