- Kraków, małopolskie
Sprawdź podobne oferty
Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.
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Project is about development and support of the risk management platform used for calculating bank's counterparty risk exposure and allowing this to be hedged. The system consumes trades and market data from systems all over the bank and all asset classes, then runs a series of complex risk calculations across the entire trade portfolio and provides feeds to downstream systems of the results. The system needs every trade in the bank before it can run any calculations, and some of these trades are extremely complex products.
The system's purpose is to provide risk reports to groups across the bank as well as external regulators. It is not strictly an end-user application but has circa 100 users consuming its results and working with its UI components. The system must deal with large volumes of incoming data in different formats, with a combination of real-time and daily input feeds. Calculations are extremely large scale and are distributed across a compute grid of few thousand CPUs.
Personal Attributes (Human Dynamics):
NICE TO HAVE
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If you are interested in the above position, please apply by submitting your CV in English.