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Luxoft

3.7

Regular developer (Shell scripting, Python, Java)

Kraków

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Project description

For one of our clients from South of Europe, we are looking to help them to build a squad within the Market Risk space.
This Squad should have all the functional and technical capabilities that allow executing, all the requests of the Market Risk departments focusing on metrics cycle:

Sensitivities analysis
VaR analysis by Full Reval and SHAT model implementation
Limits control and management

Responsibilities

Primary task: N2 support

The candidate will be working with other colleagues in N2 support in case of Prod failures

Review technical problems in the daily batch and try to optimize its efficiency.

Review the ControlM Logs and Sysout in case of failures

Secondary task: Tech evolution project

As usually system is stable, when there is no N2 support task, the candidate will be working on technical upgrade project like migrating scripts and applications from on-premises to cloud server, integrating new software products and upgrades etc.,