Risk Engine Engineer with Java and Python

Job Opportunity in Poland

If you are in Poland or willing to relocate, consider the following project:

• Private Medical Care in Luxmed and Life Insurance
• Multisport Card
• Paid referrals
• Self-learning libraries
• Relocation package for seniors and assistance throughout the process

Location: Remote in Poland

Project Description

The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. Responsibilities include:

• Working on the long-term strategic counterparty credit risk model replacement project
• Model implementation, testing, and reconciliation
• Designing performance monitoring plan
• Documentation of model submission package for model risk team's review

Mandatory Skills Description

• 10+ years experiences in market risk, or/and counterparty credit risk, and/or front office risk
• Strong hands-on coding experiences in Java and Python
• Expertise in risk system architecture and design
• Specialties in areas like risk engine build-out, risk system migration, Quant lib integration, Elastic compute, Distributed caching, Big data, and reporting
• Track record of working with remote teams effectively and delivering on various programs
• Good communication skills
• Attention to details

Nice-to-Have Skills

• Experience with Monte Carlo simulation of long-time horizons