The challenges waiting for you:
You will be part of team, which is responsible for delivery of credit portfolio models for calculating regulatory capital charges. Platforms with generic capabilities (e.g. data sourcing, calculations parallelization, error reporting, front end) are delivered by IT teams. Models (i.e. algorithms, mathematical equations, prototype code) are delivered by Quant Analysts. The team collaborates very closely with both sides, understanding their needs and constraints, finally implementing automatically built and tested Models with a strong focus on architecture and maintainability.
- You will be a part of the development team, which will be responsible for implementation new credit risk methodologies within production systems using predominantly C# technologies
- You will work closely with Risk Quants to provide solutions to issues identified during implementation or arising from changes in input data
- You will be responsible for development of analytics and associated tools in the credit portfolio model context
- You will be responsible for testing of model implementations to ensure algorithmically correct
- You will write a documentation for users and external stakeholders
- You have at least 3 years of experience in C# and you are open to learning other languages (potentially including R, Python, etc.)
- You are fluent in English
- You communicate & work well in a quickly changing, multi-team, international environment
- You are independent, willing to challenge the status quo, but collaborative in your working style
- You are interested in financial, quantitative and statistical knowledge and would like to develop in such an environment
- You will join the Leader. With over 4 000 specialists, Sii is actually the fastest growing, most successful & undisputed number 1 IT & Engineering services company in Poland!
- You will work on challenging & fascinating international projects run for hundreds of prestigious customers from various sectors & industries
- We will guarantee you many career development opportunities, facilitated by our Job changer application which allows you to change a project, the area of your activity or a place of work
- You will cooperate with the best experts in talented & passionate teams on most advanced cutting-edge technologies
- You will work in Great Place to Work company with amazing atmosphere and authentic values. You will meet new fantastic friends here!
- We will support your personal dreams and initiatives within Passion Sponsorship Program and Power Volunteers Program
- We will invite you to awesome integration meetings, interest groups and meetups
- You will enjoy comfortable, top class, modernly designed office in the best location
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