Project Description:
The Modelling & Analytics team is responsible for the design, development, and delivery of real-time pricing models, risk analytics, and core quantitative infrastructure used within Financial Markets.
These systems enable pricing, market data processing, intraday risk reporting, and portfolio-level analytics, including regulatory and capital optimization reporting.
The role is part of a newly established and growing team in Poland, working closely with global front-office teams. The technology landscape spans a wide range of applications — from lightweight tools supporting individual trading desks to large-scale platforms processing millions of trades and serving thousands of users.
The primary implementation language is Haskell, including an internal variant (Mu), used across backend services, analytics engines, and user-facing applications.
The environment encourages innovation, continuous improvement, and close collaboration between quantitative developers and trading teams.
Responsibilities:
Software Development & Architecture
- Design, implement, and extend features of internal pricing and analytics platforms
- Develop robust, high-performance functional software using Haskell / Mu
- Contribute to architectural decisions and technical design discussions
- Work across both Windows and Linux environments
Front Office Collaboration
- Work closely with Financial Markets traders and structuring teams
- Translate front-office requirements into scalable technical solutions
- Bride the gap between quantitative analysis and production systems
Project & Delivery
- Participate in planning, estimation, and prioritization of development work
- Contribute to code reviews, documentation, and knowledge sharing
- Use standard development tooling (Git, issue tracking, documentation platforms)
Risk, Governance & Controls
- Ensure adherence to internal controls, operational risk standards, and regulatory requirements
- Support operational risk monitoring through data, analytics, and reporting
- Maintain high standards of code quality, auditability, and reliability
Culture & Continuous Improvement
- Promote best engineering practices and continuous improvement
- Contribute to an open, collaborative, and inclusive team culture
- Actively engage in learning and coaching within the team
Mandatory Skills Description:
- Degree in Computer Science, Mathematics, Engineering, or equivalent practical experience
- Commercial or strong hands-on experience in functional programming, preferably Haskell (min 5years)
Solid computer science fundamentals:
- Algorithms and data structures
- Complexity analysis
- Concurrency and parallelism
- Strong analytical and mathematical skills
- Experience working in collaborative, multi-stakeholder environments
- Ability to communicate technical concepts clearly to non-technical partners
Nice-to-Have Skills Description:
- Experience in Financial Markets, trading, pricing, or risk analytics
- Knowledge of C++ or other low-level / high-performance languages
- Exposure to quantitative finance, derivatives, or market risk
- Experience with large-scale distributed or real-time systems
- Familiarity with DevOps practices and production support environments
Poziom w hierarchii
Kadra średniego szczebla
Forma zatrudnienia
Pełny etat
Funkcja
Technologie informatyczne
Branże
Usługi i doradztwo informatyczne
Luxoft Poland