FEEL THE THRILL OF CREATIVE EFFORT AND ACHIEVE THE IMPOSSIBLE
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#.
- Depending on the successful candidate’s profile, this will likely include direct management responsibilities.
- 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 (e.g. understanding of the models, their scope and any model assumptions and/or limitations).
- Take an active interest in data sourcing & work with data teams to achieve further automation. Proactively drive this forward.
Key technical skills:
- Expertise in C# or C++
- Good knowledge of Python, or R
- Experience in Risk Management
- Good knowledge of financial products, quantitative modelling
- Good knowledge of mathematics, statistics
- Open personality and effective communication skills
- Good knowledge of data structures
- Good knowledge of design patterns
- Ability to write clear and understandable documents
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.
- Sport Card.