Software Developer in Quantitative Finance
Credit Suisse
Warsaw, Warsaw, Polonia
‎5 godz. temu

What do we do?

We develop on Bank strategic platforms the code implementation of Financial Models calculating obligatory capital charge.

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 Financial Analysts. We collaborate very closely with both sides, understanding their needs and constraints, finally establishing automatically built and tested Models with a strong focus on architecture and maintainability.

Some bank details if you are interested :

We, Quant Developers, together with Financial Analysts from above, Quant Analysts, create one team from big Credit Analytics family.

Quant Devs focus on Software Development; Quant Analysts on Modelling. We deliver currently FRTB DRC calculations Basel IV driven risk models but we will cover more Credit Models in future.

How do we work as a team?

We work mainly on C#4.0 based platform, supporting others (e.g. based on C++17, JAVA8). 70% of the time takes features and automated tests development, while rest is used for their consulting, analysis and DevOps tasks.

We create open and honest environment with mutual support, sharing knowledge & skills. We value the team spirit, respecting in the same time individuals and their needs (e.

g. flexible work time / partial remote work). Make-thing-done attitude, software engineering excellence and domain knowledge are highly appreciated.

Green-field environment on bank cutting-edge platforms enables us to experiment with our way of collaboration.

What will YOU do?

You will be smoothly taken on top of technical and methodological projects aspects. Your first tasks will be focused on methodology implementation improvements & adjustments with providing full testability under senior team-

member guidance. Having acquired more expertise, you will do in-deep analysis of delivered data model, data availability and their fit into our Model, yet being continuously engaged in direct development works.

We will constantly expect you to focus on maintainability, efficiency and architecture of the code. Future will bring you an opportunity to cover other platforms, models and get more into modelling itself.

On the way, we will listen to your opinions, involve you in discussions, brainstorm and confront ideas and ask to share experience and knowledge.

Within our team you can apply your deep understanding and deep knowledge of new technology. We are happy to offer you flexibility and value diversity.

Open to discussing flexible / agile working.

You Offer

Skills and Qualifications :

  • You have good knowledge ( 2-3 years) of at least one OOP language (preferred C#, C++ or JAVA) and openness for learning others (including R, Python, etc.).
  • You are experienced in software engineering - TDD, CI, Clean Code approach, Design Patterns, Big O awareness, architecture and DevOps skills.
  • You are fluent in English.
  • You communicate & work well in quickly changing, multi-team, international environment.
  • You are independent, challenge the status quo, but contribute to the wider team’s work.
  • You are passionate about financial, quantitative and statistical knowledge or applied mathematics and would like to develop in such an environment.
  • For more information visit Technology Careers.

    Our benefits

  • Private medical care
  • Charity days
  • Training and development
  • Internal Mobility
  • Other optional

  • Language training course
  • Mentoring
  • Family nursery and kindergarten funding, gift vouchers for Christmas
  • Parking allowance
  • Health promotion : Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc.)
  • Employee discounts on various products and services (event tickets, consumer products, etc.)
  • Relocation package
  • Employee Referral Program
  • Flexible work schedule and working from home (home office)
  • If you apply for this role this means you agree with the following statement :

    Through my application for a role with Credit Suisse (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment.

    Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws Dz.

    U No. 133, item 883) . I authorize Company to process my personal data for future recruitment processes.

    Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.

    Credit Suisse and affiliates registration details.-

    Credit Suisse (Poland) sp. z.o.o Registered office 1 Icchoka Lejba Pereca Street, 00-849 Warsaw

    Credit Suisse Group AG Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates

    Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,

    Cut-e AG Kleiner Burstah 12 Registered office - 20457 Hamburg, Germany and

    Milch & Zucker The Marketing & Software Company AG Registered office - Küchlerstraße 1, 61231 Bad Nauheim

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