Advanced relocation package
About EPAM
At EPAM, we strive for excellence in software engineering and maintained a unique company culture for over 20 years. Engineering is in our DNA. Since 1993, we’ve helped the world’s leading companies imagine, design, engineer, and deliver software that changes the world. Today, we are more than developers. Our offices are digital laboratories. Our clients are major global brands. And we’re always looking for talented teammates.
Position
Currently we are looking for a Developer Analyst for our Prague office to make the team even stronger.
Our objective is to consolidate, streamline and simplify the generation, analysis and visualization of risk within the investment bank onto strategic, cross-asset platforms.
The main function of the role will be to provide tactical and strategic enhancements to the existing risk platform, to help coordinate BAU changes, to provide RAD development solutions for day-to-day business issues. The ideal candidate will need to acquire a broad understanding of all aspects of stack and be confident and able to work independently and autonomously on business critical issues.
Responsibilities
- Own and coordinate aspects of larger strategic projects. These will include model integration and upgrades, development and rollout of new tools for risk and PNL generation and publication and regulatory requirements driven projects
- Liaise with quants, risk management, product control and other downstream stakeholders to gather requirements and agree test strategies for all change requests
Your qualification
- Programming experience: C# (or C++, VBS, VBA)
- MS SQL
- Exposure to XML/XSLTs
- Strong verbal and written communication skills
- Excel skills (VBA experience)
- Ability to work independently and as part of a team
- Ability to work under pressure and to tight timescales
Will be a plus
- Experience with complex XML manipulation (XPath/XSLTs), Windows PowerShell/Batch scripting
- C++ experience
- Experience working in an investment bank (or similar) working in IT environment and with exposure to financial products
- Numerical skills to degree level or strong computing background
- Understanding of FI derivatives with an understanding of derivative pricing and risk methodologies
- Understanding of fixed income products, yield curves and volatility surfaces
- Understanding of simple option products
- Understanding of PNL principals – e.g. first order Taylor expansion predicts for Delta/Vega etc.
What we offer
- We offer the possibility to work on full product lifecycle – from concept to delivery into production
- We are open for innovations and modern technologies
- We offer guaranteed professional growth through the technology trainings and technology communities inside EPAM
- We are proactive Agile/Scrum/XP practitioners
- We propose to realize your ideas and potential within the democratic environment
- Using English on a daily basis, communication with people from different countries
- As a team - we bring in all our empathy, synergy and drive to focus on the client – bringing world class experience online
- Competitive compensation depending on experience and skills
- Comfortable and modern offices in Prague 4
- Benefit program (5 weeks of vacation, 5 sick days, wage compensation for the first three days of illness, meal vouchers, flexi pass, annual coupon of Prague city public transport, multisport cards)
- Start ASAP/negotiable