Send me more jobs like this

Quantitative R developer, Krakow

Keywords / Skills : Quantitative R developer, Krakow, Java development, NET/C#, design, implementation,

5 - 8 years
Posted: 2019-09-05

Industry
Any
Function
IT
Role
Software Engineer/ Programmer
Posted On
5th Sep 2019
Job Ref code
207225
Job Description


Project Description

Overall description: Improvements in vehicle agnostic process
Applications involved:
1) Axioma Portfolio Optimizer (Portfolio Optimizer) - Commercial of the shelf (COTS) solution
2) Axioma Adapter - 'in-house' solution allowing reference data to be loaded into Portfolio Optimizer
3) Tableau reporting - tool for visualization of vehicle alignment results

Business Context: Vehicle Agnostic Alignment
By design fund investments are available to a certain number of (regions, securities, industries and etc) Vehicle concept was invented to make investment services possible for a wider range of clients. The ultimate goal for re-alignment process is to bring vehicle's return divergence as close as possible to underlying funds.
The business process of vehicle alignment by design have:
1) Intraday alignment transactions into vehicle in order to keep it within defined tolerance thresholds;
2) Continuous Vehicle Investment Decision Maker reviews of holdings and cash balances of the vehicle in relation to the fund;
3) Continuous reviews by Quantitative Research & Analytics Group (QRA) in order to determine a basket of securities / alternatives for vehicle investments;

The company successfully launched pilot that prooven the concept of agnostic alignment in 2015-2016 and looking at phased implementation for a number of funds. As a result, some of the approaches that were suitable for pilot phase has to be adjusted.
The focus of this engagement is to allow scalability of the vehicle agnostic process as well as assistance to QRA / Vehicle Investment Decision Maker via visualized reporting platform.

Responsibilities

- Developing common tools and libraries to facilitate both research and production trading
- Developing investment strategies using statistical and machine learning approaches
- Applying quantitative techniques to novel or unconventional datasets
- Building and refining research infrastructure and tools
- Work closely with business team, business analysts, and architects and be able to quickly understand the new requirements and helps to identify the changes to the system.
- Work closely on a day-to-day basis with development team, designers, copy writers and other IT teams.
- The role develops and presents recommendations from analysis of current solution. Assist in design peer reviews, code peer reviews, build and unit test functional enhancements. Identify areas for code refactoring. Review and contribute to development process and procedures to assist in the continual improvement of the development team activities.
- Strong organization, communication, and interpersonal skills. Ability to communicate with business and technical audiences and produce design documents suitable for multiple audience types, both client-facing and internal
- Must be able to exhibit technical thought leadership and excellent problem solving ability, with an aptitude for technical innovation
- Reasonable understanding of content and social media publishing platforms with knowledge of latest industry trends in desktop, mobile, and video platform development
- Effort estimation and task breakdown - estimating cost of implementing new changes and identifying risk.

Skills

Must
- Strong mathematical/algorithmic background
- 5+ years of either R or Java development
- .NET/C# experience is highly desirable
- Demonstrated experience working on the design, implementation, and deployment of large, complex software projects
Nice to have
financial background,experience on similar position, CFA designation

Languages
  • English: Intermediate


About Company

Luxoft, a DXC Technology Company, (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Luxoft uses technology to enable business transformation, enhance customer experiences, and boost operational efficiency through its strategy, consulting, and engineering services. Luxoft combines a unique blend of engineering excellence and deep industry expertise, specializing in automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications. For more information, please visit www.luxoft.com
Similar Jobs
View All Similar Jobs
Walkin for you