🧩 Responsibilities

• This role is being introduced alongside the launch of a dedicated Research & Development (R&D) unit named Financial Engineering.
• The unit will design new platforms and methodologies that aim to:

1. Significantly enhance consistency in risk model development across the organization.
2. Streamline the operational aspects of model development projects, reducing both cost and time.
3. Minimize the risk of project failure.
4. Greatly improve the efficiency and reliability of model deployment.

• The unit will serve as a reference hub for exploring advanced analytical methods across teams.
• It will promote innovation in risk measurement and prototype modern approaches to model development.
• The creation of this role and the R&D unit is intended to position the organization as a leader in modernizing risk analytics within the financial sector.

🎓 Key Skills and Qualifications

Education:

• MSc or PhD in a technical discipline such as:
• Computer Science
• Mathematics
• Physics
• Operational Research
• Information Systems (Informatics)

Experience:

• Minimum of 5 years of professional experience in building and testing applications.

Essential Skills:

• Strong and consistent experience in developing applications using object-oriented programming languages, especially Python (also Java, C++, or C#).
• Experience programming in mathematical or engineering environments (e.g., MATLAB).
• Solid understanding of common software design patterns.
• Deep knowledge of software testing principles.

Preferred Skills:

• Experience working in Agile development environments, ideally with exposure to continuous integration practices.
• Familiarity with algorithms for processing large datasets (e.g., Map/Reduce).
• Basic knowledge of machine learning and pattern recognition techniques.
• Experience with Go programming language is a plus.
• Experience with Apache Spark, particularly PySpark, is highly desirable.