FOX 
JOBS

current vacancies


29.05.2018

On behalf of our client an international finance institute, we are looking for external resources (2-3) with skills and abilities as stated below.

Cloud Developer in Risk Product (Technology & Finance) (f/m) P080:

Task and responsibilities
  • Design, develop, test, deploy, maintain and improve software
  • Manage your own project priorities, deadlines and deliverables
  • Stay up to date on technology and help improve processes/culture

    Mandatory skills and experience
    · Programming competency: Java, C++, JavaScript and Go (at least one)
    · Background in building distributed applications on Linux or in a cloud native stack (ideally CNCF)
    · Familiarity with SQL databases
    · A degree in Computer Science, Math or Engineering or equivalent experience
    · An appreciation of the challenges of building, running and servicing a minimum downtime production system
    · Interest and ability to learn, collaborative working style
    · Very good written and spoken English skills
    Preffered skills/qualifications
    · Experience with developing cloud native and 12factor applications
    · Kubernetes experience on AWS, GCP or Azure
    · DevOps experience with GitHub, Terraform, CI/CD (Circle or similar)
    · Experience with NoSQL databases
    · An interest or background in financial markets and risk management
    Advantages
    · Good knowledge of simple analytic pricing models like Black Scholes etc. (but not to the level where you need to be able to derive it).
    · Good knowledge of numerical algorithms related to pricing and risk (e.g. multivariate minimization, root-finding, solving systems of equation, interpolators etc.)
    · Passing knowledge of some numerical pricing method (e.g. PDE solving, Monte Carlo, trees, integration).
    · Experience with implementing any of the above in productive stacks in a financial institution.
    · Decent knowledge of vanilla FX, IR cash and OTC markets.
    · Knowledge of multi-curve discounting and collateral inclusion into yield-curves.
    · General awareness of the practical side of some of the more advanced concepts, e.g. model calibration, volatility modelling, correlation modelling etc.
    Additional information

    · Optional: This tender refers to our skill grid Developer
    · Start date of assignment: as soon as possible
    · Initial contract duration 3 months (optional: extension is anticipated but cannot be guaranteed)
    · Degree of employment: Full-time
    · Location: Prague

    Please let us know if this project is of interest for you and when are you available.

    Best regards

    Fox Department

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    ________________________________________

    VTS Consulting GmbH
    Fox Department
    Schumannstraße 65
    60325 Frankfurt am Main

    Tel: +49-69-972059-21
    Fax: +49-69-972059-26
    jobs@foxdepartment.de
    www.foxdepartment.de
    ________________________________________
    Geschäftsführer:
    Martina Voigtländer-Tetzner
    Amtsgericht: Frankfurt/Main
    HRB 38472
    St.-Nr. 047 247 94 722