Senior Software Developer Big Data & Quantitative Finance

• 5+ years of software development experience (15+ years preferred)
• Strong proficiency in Python, including NumPy and pandas libraries
• Solid experience with Big Data technologies, particularly Hadoop ecosystem
• Hands-on knowledge of Apache Spark (Apache Pinot experience beneficial)
• Proficiency in Java or C#/.NET and SQL
• Experience with derivatives pricing or risk analytics
• Understanding of DevOps practices, CI/CD, Git and Jenkins
• Knowledge of Linux/Windows environments and shell scripting
• Familiarity with probability, stochastic calculus or quantitative finance concepts
• Awareness of AI and NLP applications in finance
• Strong analytical and problem-solving abilities
• Excellent communication and teamwork skills
• Ability to work independently and take ownership of deliverables

Location: Warsaw

Contract Type: 6 Months

Job type: Hybrid

• Work on complex derivatives pricing, risk analytics and regulatory projects
• Join a team tackling high-impact market risk calculations including HPL, RTPL and HVaR
• Develop cutting-edge Python-based data frameworks and risk calculation engines
• Collaborate with quantitative analysts on sophisticated financial modelling
• Gain exposure to AI and NLP applications in financial services

Company Overview

Our client is a leading financial services organisation operating in Warsaw, specialising in market risk management, derivatives pricing and regulatory compliance. They work on sophisticated quantitative finance projects, including Basel, FRTB, CCAR and stress testing initiatives. With a strong focus on innovation, they're integrating AI and machine learning into their risk analytics frameworks. The team values technical excellence, collaboration and continuous learning, creating an environment where experienced developers can tackle meaningful challenges in quantitative finance.

They're currently seeking two Senior Software Developers to join their Warsaw team - one focused on Big Data engineering and another on quantitative development. Both roles offer the opportunity to work on complex financial systems that directly impact risk management and regulatory reporting.

Position Overview

As a Senior Software Developer, you'll play a critical role in building and maintaining sophisticated risk calculation engines and data frameworks. You'll work closely with quantitative analysts, risk managers and fellow developers to deliver solutions for derivatives pricing, market risk analytics and historical data management. Your work will directly support HPL/RTPL investigations, VaR calculations and regulatory reporting, making a tangible impact on the organisation's risk management capabilities.

Benefits

While specific benefits weren't provided, you'll join a technically sophisticated environment where you'll collaborate with quantitative analysts and experienced developers on challenging problems in financial risk management. The role offers exposure to cutting-edge technologies, regulatory frameworks and AI applications, providing significant opportunities to develop your expertise in quantitative finance and big data engineering.

,[Build and maintain ACE calculations for HPL, RTPL and HVaR, Develop Python-based data sourcing, quality and filling frameworks, Design scalable solutions using Apache Spark and Apache Pinot, Implement CI/CD pipelines using Git and Jenkins, Collaborate with quants on data requirements for risk models, Support Linux/Windows development and shell scripting activities, Investigate HPL and RTPL discrepancies with the quantitative team, Develop derivatives pricing and risk analytics solutions, Build and validate models for VaR, Greeks and stress testing, Support regulatory projects including Basel, FRTB and CCAR, Implement clean, maintainable code following SDLC best practices, Contribute to AI and NLP initiatives in risk analytics] Requirements: Python, NumPy, pandas, Hadoop, Apache Spark, Java, C#, .NET, SQL, DevOps, AI