Senior Software Developer - Big Data & Quantitative Finance

Our client is a leading financial services organisation based in Warsaw, specializing in market risk management, derivatives pricing, and regulatory compliance. They focus on sophisticated quantitative finance projects including Basel, FRTB, CCAR, and stress testing initiatives and are integrating AI and machine learning into their risk analytics frameworks.

• 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 (experience with Apache Pinot 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

• 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
• 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
• 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