Quantitative Developer, Montrose Software

Montrose Software

Location:

Poland, Kraków

Category:

IT - Software Development

Contract Type:

B2B

Salary:

Not provided

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Job Description:

Client description: Montrose Software has an ongoing relationship with one of the largest North American banks to enhance and maintain its production libraries and applications. The bank serves 17 million clients worldwide and provides personal and commercial banking, wealth management, insurance, investor services, and capital markets products and services globally. We work mainly with their capital markets teams, focusing on derivatives and fixed income systems. Project description: We work on maintaining and enhancing a Risk management system for a big bank. The system is a core internal instrument for the data analyst and economist to make risk calculations. It is split into 3 layers: - Front end - Microsoft Excel with a fully custom set of function and menus; standalone Python app - Business Logic Library - C++ and Python modules on the network - Calculation grid - 50k computing grid running the simulations in house, AWS and Azure

Job Responsibility:

Maintaining and enhancing a Risk management system for a big bank
Working on a core internal instrument for data analyst and economist to make risk calculations

Requirements:

5+ years of experience in software development, ideally in the quantitative finance area
Good knowledge of C++ and basic knowledge of Python
In-depth knowledge of various (vanilla and exotic) derivative products
Familiarity with mathematical models for the dynamics of the financial market
FpML knowledge is a plus
Numeracy to be able to understand quantitative finance
Commercial experience in financial or capital markets
Ability to use a version control system, ideally Git
Finding yourself in a large codebase
Good communication skills
Being open to code in other programming languages
Fluent in spoken and written English

Nice to have:

Familiarity with AWS, Docker
Experience in SQL

What we offer:

Diverse teams
Interesting, challenging and exciting work in international teams
Team events
Flexible working hours
Modern office
Lunches
Food
Health
Sport
Training budget
Chillout area
English lessons
Montrose incubator

Additional Information:

Job Posted:

April 02, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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