Project Description

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.

Responsibilities

• 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 organization open to innovation and continuous improvement.

Must have

• A degree in computer science or equivalent experience.
• Experience in functional programming, (F#, Scala) preferably Haskell.
• Solid computer science knowledge (algorithms, data structures, complexity, concurrency / parallelism).
• Solid mathematical background.

Nice to have

• financial Markets knowledge.
• Experience in C++.
• GIT, Bitbucket, JIRA,

Languages

English: B2 Upper Intermediate