Hello! We are looking for an Expert Haskell Developer with 8 years of professional experience in functional programming.
You will work for a UK multinational bank operating in consumer, corporate, institutional banking and treasury services.
If you’re interested, feel free to apply by sending your CV to my email: marta.zarzycka@crestt.pl
About the project:
The project is about building CAT3 capabilities in Cortex. This includes the integration of CAT3 with PDC and Intraday services, as well as a new batch of CAT3 to generate EOD results. CAT3 measures the settlement risk that arises when clearing bilateral transactions that are physically deliverable. These are transactions in which a company must physically send money and physically receive money, and settlement risk exists between one party sending money and the other party.
Used daily: Windows and Linux environment, Git for source control and Atlassian package (Bitbucket, Confluence, Jira) for code reviews, documentation and project tracking.
Location: 100% remote (candidates must be based in Poland – relocation required for those currently residing abroad).
Rate: b2b: 240 - 260 PLN netto+vat / h (56 - 61 euro/h)
Your responsibilities:
- Maintain and develop state-of-the-art multi-asset trading, pricing and risk management platforms.
- Risk modeling to quantify the various risks faced by the bank.
- Providing robust, efficient software and quantitative analysis.
- Working closely with FM traders and structuring teams, analyzing trades and asset origination opportunities for execution and ongoing measurement and management.
- Working on projects ranging from client-facing GUIs, server-side request handling or reporting tools, and devops.
- Utilizing the Haskell language and our internal variation of Mu
Our requirements:
- Computer science degree or equivalent experience.
- Functional programming experience (Haskell).
- Solid knowledge of computer science (algorithms, data structures, complexity, concurrency / parallelism).
- Solid mathematical foundation.