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Python Stress Testing Developer
CLUJ-NAPOCA, ROMANIA
About Quantum Grid
Quantum Grid are the European market leader for capital markets technology services, specifically pertaining to trading, pricing and risk. With 20+ years of experience and direct partnerships with leading software companies, we are engaged in a range of complex projects with top-tier financial institutions internationally.
QG are supporting an Asia-based Tier 1 investment bank with offices in more than 4 countries across the world, counting over 26,000 employees globally from our center of excellence in Cluj-Napoca. The client provides a variety of advisory and capital-raising solutions to corporations, financial institutions, private equity, governments, and public-sector organizations around the world. Managing assets of nearly $600bn, they are a major player across the equities and fixed income markets. We are the client’s exclusive partner for multiple capital markets technology projects.
About the Programme
Our client’s Risk Engine group oversees the Credit and Market risk exposures and stress calculation systems across asset classes which the bank trades in. Responsible for design, development and level 3 support of this risk calculation platform, the Risk Engine group operates on a global scale within the bank’s Risk & Capital Technology department.
The client is in the process of launching a business-critical project replacing a current legacy stress testing application with a new system. This includes adding stress testing functionality to the existing Market Risk platform and carefully decommissioning the legacy system. This is a mission critical project for the bank’s business, and as such QG is looking to on-board an experienced Python Stress Testing Developer as a Technical Consultant to support our client on this risk and capital management technology transformation project, focusing on innovative technologies and always striving to meet the business objectives.
Role & Responsibilities
The consultant will be working closely with the business stress testing, development, and analytical teams to understand the business requirements and work towards replacing the legacy application. Main responsibilities will include getting into Python scripts, blending them together to be run under single scenario, building PySpark algorithms, along with investigating and explaining differences in results between the legacy and newly developed systems.
Key Skills
We are looking for a technologist with strong technical skills, including extensive expertise in Python, PySpark, Prefect and Docker. It is also extremely useful to have some comfort with Java 8. Functional knowledge of Market and Counterparty Risk are advantageous, although not essential. Solid experience working with AWS and Linux operating system is also highly desirable. The ideal candidate will have excellent communication skills and be comfortable working with large scale data.
Next Steps
This role is a great opportunity to establish yourself as an essential and energetic member of a fast-paced, prominent organization within a very dynamic environment. Working along world class engineers from within QG as well as clients will expose you to various innovative technologies and established business practices. If this sounds like a great opportunity for you, please send across your CV to sorin@quantumgrid.io.
Thank you!