Position: Lead Python developer for Risk Management Platform
Company: Luxoft
Experience required: 5y
Category: Python
English level: upper
Published: 2020-07-01T00:00:00+03:00

The types of project undertaken by the team ranges from architecture decisions, regulatory driven, business process automation, intraday risk, to large scale risk and valuation impacting changes. This is a challenging and exciting opportunity to work within G10 Rates Risk Technology, cooperating with multiple trading desks, market risk managers and financial controllers to develop this strategically important platform.

Responsibilities:
- Develop Python toolsets that will help to validate batch performance problems and build possible optimization approaches
- Lead small team with 1 Snr Python dev on it
- Liaise with Bank internal development teams based mainly in Poland to drive towards a world class risk application
- Deliver on time regulatory commitments
- Be proactive and ensure the software developed by the Team remains compliant with prescribed best practices
- Properly document work

Mandatory Skills:
- 5+ years in Python
- Expertise in at least one popular Python framework (like Django, Flask or Pyramid)
- Knowledge of object-relational mapping (ORM)
- Basic understanding of front-end technologies (.Net)
- Familiarity with event-driven programming in Python
Nice-to-Have Skills:
- Knowledge of financial derivatives pricing and risk
- Templating, Pandas, Numpy
- Experience of working with commercial or in-house quant pricing libraries
- C# or Java knowledge