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Alpha Technologies specializes in the IT recruitment of top quality specialists needed for all levels of organization. We are American company based in Wrocław.
We are looking for:
ERC Quantitative Developer
Location: Wrocław
Main responsibilities:
- Play a central role in the development of a 'best in class' Economic Capital model.
- Work in a team of quantitative developers responsible for implementing and maintaining ERC models in an IT prototype environment, using C#.
- Oversee the design and implementation of a new ERC Expense risk model, ensuring alignment with the firm's CCAR modelling approach.
- Provide steer and leadership w.r.t. proposals and ideas for design and code changes required for implementation of new requirements.
- Proactively contribute towards proposals for methodology enhancements.
- Oversee the development of unit tests for changes.
- Develop successful partnerships with counterparties in enterprise/credit/market/operational risk in terms of requirements explanation and validation.
- Take an active interest in data sourcing & work with data teams to achieve further automation.
Key technical skills:
- Good knowledge of financial products, mathematical models, statistics or stochastic processes.
- Good knowledge of Python, C, R.
- Good knowledge of data structures, design patterns.
- Solid experience in SQL, T-SQL, ODBC.
- Experience with one of the Python framework (e.g. Django).
- Experience in effectively leads a team: communicating, setting direction, making decisions, intervening when off track.
- Thinks ahead, acts with oversight, co-ordinates efforts to support strategy.
- Shows drive, passion and can-do attitude.
Your benefits:
- Employment agreement or B2B contract – it depends on your preferences.
- Competitive salary, which depends on your skills and qualifications.
- Remotely trainings with our Specialists from USA.
- International projects.
- Regular improving of your current knowledge.
- Possibility to start cooperation in USA.
- Private Medical Care.
- Life Insurance.