Luxoft

Functional/Senior Functional Developer_remote Poland

November 15, 2024

Remote Poland, Poland
Domain Specific Languages
BCM Industry
18/11/2024
Req. VR-109654


Project description
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.

To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviors - do the right thing, better together and never settle - as well as our brand promise, Here for good.

We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realize their full potential and make a positive contribution to our organization. This in turn helps us to provide better support to our broad client base.

About the Team

Financial Markets (FM) has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, FM has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.

Within FM, the Modelling & Analytics Group ('MAG') is accountable for design, development and delivery of real-time pricing models, risk models and core infrastructure which are used in enabling pricing, market data, intra-day risk reporting capability, and portfolio level analytics including reporting and capital optimization.

You will be the part of newly established and growing branch of MAG team in Poland.

Responsibilities
Use of Haskell and our in-house variant, Mu.
Development and extension of new features for Bank's internal pricing platform.
Close cooperation and access to coaching from Core team.
Working closely with Financial Markets traders and quantitative developers.
Working in organization open to innovation and continuous improvement.
Skills
Must have
A degree in computer science or equivalent experience.
Experience in functional programming, preferably Haskell.
Solid computer science knowledge (algorithms, data structures, complexity, concurrency / parallelism).
Solid mathematical background.
Nice to have
Financial Markets knowledge.
Experience in C++.
Other
Languages
English: C1 Advanced
Seniority
Senior
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