Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.
Currently we are looking for a Senior Full Stack Developer for our Prague office to make the team even stronger.
We are seeking a Full Stack Developer who is eager to switch to Scala for our customer, leading investment bank. Default risk team is responsible for maintaining existing and implementing new market risk calculation systems for a leading international investment bank with regards to modeling issuer default risk. The team provides technical solutions for existing and new regulatory requirements related to issuer default calculations including CCAR IDL (Issuer Default Loss), Basel 2.5 IRC (incremental risk charge), and FRTB IMM DRC (default risk charge). The team consists of developers and testers in Prague and business analysts based in Prague and London.
Project technologies and tools
AutoSys is used to schedule jobs;
Perl and Python are used to implement some scripts;
The systems will be gradually migrating from .NET to Java platform, with major role of Apache technology stack (Spark, ZooKeeper, etc.).
From technical perspective risk systems:
Receive input data from upstream systems;
Load those feeds into MS SQL database;
Provide GUI for users to work with uploaded data in DB;
Run various complex validations and data manipulations (MS SQL);
Run high-load distributed calculation using data from DB, customary build memory cache and quant library (DLLs supported by another team) using wrapper written in C#;
Generate Excel reports;
Populate SSAS Cube.
Participate in development of back-end tools, services, Web UI;
Participate in transformation of business requirements into technical requirements by communicating with business analytics team, local architect and dev team;
Provide high-level estimate upon receiving draft of business requirement;