- Reinforcing XVA Pricer evolution
- Design and development of new backend features, working on specification and requirements
- Working on elevating the application to the enterprise level
- As in other project there is also ground work that needs to be done, unavoidably
- Analyzing problems and issues found during QA and UAT phases and providing fixes for them
- Increasing test coverage and test automation using CI approach
- Performing technical analysis and
- Adapt, build and enhance project tools
The XVA Pricer is the primarily What-if tool used by i.a. Credit and Trade Analytics teams as well as XVA Desk Trades for the pre-trade analysis and/or trade valuation adjustments using internal implementation of Monte Carlo methods.
The application can be divided into, typically, two layers: front-end and back-end.
Front end is written using React JS while the back-end foundations are laid down in Python.
Initially it was standalone application used by single users and currently the IT team is helping to transform it to the enterprise service that can be scaled, enhanced and used by hundreds or even thousands users.
Majority of the components are running on Windows (ultimately should be running on Windows server). However, some parts are deployed on Linux boxes.
On perm cloud solutions are leveraged and longer term public cloud offerings are going to be explored as well.
The team is a collaborative group of people from Credit Risk IB IT and XVA Desk. Contributors are based in Wroclaw, New York and London.
Who we're looking for?
Programing Languages: Python, modules: tornado/fastapi, pytest, asyncio, graphql
Database: SQL, MongoDB
Windows and Unix environment.
Experience or knowledge from financial area would be appreciated attitudeNICE TO HAVE
- Demonstrable experience of developing, coding and testing in any of the following backend technology - Python, tornado/fastapi, pytest, asyncio, graphql
- Basic Understanding on Database technologies like MS SQL or Oracle, Mongo (NoSQL)
- Automated Testing experience
- Understanding core concepts of asynchronous communication
- Good understanding of design patterns
- Working knowledge of Test Driven Development using pytest framework
- Experience with at least one Continuous Integration system (e.g. TeamCity, Jenkins)
- Proficiency with at least one issue tracking system (e.g. JIRA, Mantis, Bugzilla)
- Experience with TDD / BDD (Gherkin, Cucumber, SpecFlow)
Familiarity with Cloud platforms/solutions/offerings