#16049 | 2020-03-10 Warszawa, Poland

Python Developer (Behavioral Models Project)

PROJECT INFORMATION:
  • Industry: Finance / Banking
  • Location: Gdańsk
  • Business trips: Occasional
  • Project language: English, Polish
  • Remuneration: 110 - 118 PLN/H + VAT
  • Project length: 12.2020

PROJECT DETAILS:
The behavioral models in the banking book are a set of models used to estimate the behavioral factors for non-maturing deposits and early prepayments. The scope of the project includes the implementation of the IT components needed for a robust, regulatory compliant IT setup and control changes to the coding used in modelling applications to ensure integrity of these models.

DELIVERABLES:
  • Setting up a consolidated input database - table that contains the historical time series data needed for the estimation & calibration;
  • Setting up an output database - table for storage of the outputs from the models in scope, including inbound and outbound interfaces towards the quant library and the consuming applications;
  • Setting up the technical framework for the quant libraries that will hold the production code of the different models in scope;
  • Setting up production processes for executing the model code in production in predefined - scheduled batches & intervals;
  • Setting up processes & tools to monitor the production execution of the code;
  • Setting up model development environments for model developers, including full access to historical times series data as defined above and the ability for the model developers to create new tables & views for experimentation and model development purposes.

RESPONSIBILITIES:
  • Reduce the operational risk;
  • Business will contribute to do the development while IT test, review and later deploy the code to production and execute the production processes;
  • Setup development enviroment;
  • Create python microservices to fetch data from external sources;
  • Transform data, create DAO library to main data store;
  • Create and configure scripts to build auto build and deploy python code to containers;
  • Create monitoring framework for solution;
  • Need to translate the business features into work items/technical tasks.

PROJECT REQUIREMENTS:
  • Python, Dockers, Containers, Oracle, GIT, Bamboo, MSSQL;
  • Nice to have: Java, Apache Kafka;
  • Very good communication skills in English.

WE OFFER:
  • Challenging international projects in a Scandinavian business culture.
  • Transparently built relations based on trust and fair play.
  • Benefits: Medicover card, Multisport card.
  • Internal reference bonus.


Start: asap
Duration: till 12.2020
Work location: Warszawa, Poland
Requirements: Min. 5 years of professional IT experience.
Job type: Freelance

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