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Job description:
- Lead the delivery of Treasury-Model technology team to liquidity risk requirements;
- Perform impact analysis and propose solutions that meet business objectives and SLAs, while also aligning with technology strategy;
- Continuous stakeholders" engagement to keep abreast of latest business needs;
- Provide development estimates for delivery of Treasury-Model components to feed into overall project plans;
- Manage Treasury-Model Development Team as well as active participation in development;
- Participate in unit and integration testing of components delivered in Treasury-Modelling;
- Drive overall liquidity technology strategy;
- Provide regular and timely updates to project manager.
Requirements:
- At least 5/6 years experience in similar banking projects implementation;
- Prior experience with large data sets and performance optimisation;
- Haskell or other typed functional programming language:
- OCaml,
- F#;
- Strong analytical, interpersonal and communication skills across various levels in the organisation;
- Knowledge of financial products, specifically calculation of valuations or risk is advantageous;
- Computer science background; software design, engineering and DevOps;
- Good understanding of software development life cycle and system solutions design;
- Knowledge of Liquidity Risk and Balance Sheet Management would be a definite advantage;
- Attention to detail and able to work within tight timeframes and manage multiple deliverables.
We offer:
- Full-time job;
- Attractive salary based on a contract of employment / B2B
- A 3-week structured training program aimed to equip new joiner with required knowledge and skills;
- Friendly atmosphere in a young and dynamically developing team;
- Work in a modern office in the center of Warsaw;
Good to have:
- Preferably Bachelor's degree or equivalent education.
Additional information:
As a model developer you will be involved in all of: software design; architecture specification; project management; implementation; requirements gathering; research engineering; DevOps. Treasury model developers are responsible for engineering a wide range of software solutions relating to Treasury and Balance Sheet Management.
You will work directly with business users, building software to automate their work and improve their efficiency. The role is highly development focused and you will use Haskell for almost all tasks: data analysis, market data publishing, database access, web services, desktop GUIs, large parallel tasks, quantitative models, solvers, everything. This is a fast-paced role - code you write today will be deployed within hours to hundreds of users and has to work.
Demonstrated experience in typed FP (Haskell, OCaml, F# etc) is required. We have over 4 million lines of Haskell, and our own Haskell compiler. In this context we look for skill in typed functional programming to capture and abstract over complex systems.
Experience writing typed APIs to external systems such as databases, web services, pub/sub platforms is very desirable. We like working code, so if you have Hackage or github libraries, we definitely want to see them. We also like StackOverflow answers, academic papers, or other arenas where you can show broad FP ability.
You have project and client management skills - you will talk to users, understand their problems and then implement and deliver what they really need.