Senior Application Engineer - Python

Place of work
Bratislava
Contract type
full-time

Information about the position

Job description, responsibilities and duties

The Financial Markets & Analytics (FMA) team are the centre-of-excellence within Swiss Re Group for the pricing and management of financial market risk. The FMA team focus on delivering financial market capabilities to the various business lines within the group, including management of explicit and implicit financial market risk, provision of financial pricing expertise and the provision of an analytics library. The team is made up of traders, quantitative analysts, financial pricing experts and an IT team.

Asset Management IT work with FMA IT to provide technical analysis, design and solutions to the FMA team. The emphasis is on tight and fast development cycles with an iterative and collaborative approach, working directly with Traders and Quants, as well as with Risk Management. The team is expected to adopt a 'can-do' approach with fast decision making and high levels of initiative, as well as being expert developers in their field.


The position holder will:
- Develop and support the valuation and risk engine at the core of the FMA Platform
- Design and implement high quality business-focused technical solutions
- Liaise with stakeholders to gather requirements
- Provide out of hours support where required

Other
- Any other ad hoc tasks as required from time to time

Requirements for the employee

Candidates with education suit the position

University education (Bachelor's degree)
University education (Master's degree)

Language skills

English - Upper intermediate (B2)

Personality requirements and skills

Technical Skills:
- Advanced Python programming skills (comfortable with meta classes, generators, list/dict comprehensions, functional programming constructs, XML manipulation etc.)
- Network programming concepts (sockets, serialisation)
- A solid understanding of object oriented techniques and patterns
- Exposure to SQL and ability to analyse large sources of data preferred
- Source code control best practice (use of Subversion, branches, merging etc.)
- Good general Unix skills (system monitoring, ssh configuration, process control, shell scripting)
- Designing and writing effective unit and regression tests
- JQuery, AJAX, JavaScript would be desirable
- An understanding of the Twisted asynchronous network programming model and the Twisted web programming model would be useful
- Any grid computing experience useful

Basic financial markets business knowledge would be desirable. For example:
- Knowledge of financial products (esp. rates products)
- Understanding of curves, curve building, pricing concepts
- Understanding of market/credit risk measures
- Experience of/understanding of PnL attribution concepts
- Quant model integration, risk platform experience, working with quants

Personal attributes:
- Education to degree level
- Strong analytical and problem solving skills
- Numerate
- Strong written and verbal communication skills
- Strong interpersonal skills and team player, able to successfully operate in cross functional and multi-location environment
- Self-starter and independent worker with strong sense of ownership for tasks under her/his responsibility
- Able to work under pressure and meet deadlines
- Ability to think outside-the-box

Advertiser

Brief description of the company

As the world's leading and most diversified global reinsurer, we offer as our core business financial services products that enable risk taking essential to enterprise and progress. Our company was founded in Zurich, Switzerland in 1863, and operates in more than 25 countries and provides its expertise and services to clients throughout the world. We combine financial strengths with experience, knowledge and creative thought to explore new opportunities in the interests of our clients, staff and shareholders.

Number of employees

1700 and more employees

Company address

Contact

Contact person: Lucia Vargova

ID: 1872620  Dátum zverejnenia: 18.9.2014