QuantitativeDeveloper (Treasury) / Райффайзенбанк

Raiffeisenbank’s Treasury is looking for a Quantitative Developer to support model development and optimize risk steering processes. This role gives you an opportunity to make immediate impact on decision making, covering interest rate and liquidity risk and also optionalities within banking book.

Key Responsibilities:

·       Refactoring, optimizing code and implementing new features for pricing and hedging customers optionalities (prepayments, withdrawals, replenishments);

·       Automation of clients behavior modelling for different types of products;

·       Working on solution code quality by implementing well-known autotesting approaches;

·       Collaboration with research and IT teams on models integration.

Requirements & Skills:BSc, MSc or PhD in computer science, maths, statistics, physics, economics or finance; Python3 (advanced), NumPy/ Pandas/ SciPy (proficiency), SQL, Git, English (Upper-Intermediate & above). Java & PySpark is a plus.
Will be a plus: data processing and visualization; time series models (stationarity, causality, cointegration); understanding of financial markets and instruments (bonds, FX/IR swaps and their pricing etc); ML algorithms and their applications

Schedule & Benefits: full-time, flextime, competitive salary, full package with health & dental Insurance & corporate benefits, low formalism/ bureaucracy corporate culture

To get more info use the link and to apply for this opportunity, please send your CV to Veronika.Glazkova@raiffeisen.ru quoting “Quantitative Developer (Treasury)”.