Company

AvaloqSee more

addressAddressPune, Maharashtra
CategoryIT

Job description

Job Description

In this position, you will be part of an independent, agile Swiss expert team focusing on all aspects of the financial asset class of structured products. Our team culture thrives on trust and psychological safety, fostered through transparency and a touch of humor. We are proactive in both our mindset and our day-to-day execution. When it comes to designing conceptual solutions, we encourage every team member to voice their opinions and views. This culture of inclusivity and open dialogue ensures that our collaborative approach results in well-rounded, scalable and robust designs

We are looking for an experienced computer scientist to support us in maintaining, extending, and enhancing the performance as well as the functionality of our core pricing engine for complex option-linked financial instruments. You will closely work with highly specialized quantitative analysts, who provide the mathematical models for the pricing engine, as well as with our IT architect, who is responsible for our overall application landscape and its strategic direction.

  • You will take on technical responsibility and ownership for the code quality and the deployment readiness of our development environment (code review and merge decision lies within your responsibility).
  • You are responsible for the test coverage and the quality of the different unit test.
  • You are acting as technical 3rd level support for daily production operations.
  • In alignment with our IT architect, you are responsible to you take care of the continuous improvement of our multi-processing framework and further performance increasing measures.
  • You are invited to support our quantitative analysts in expanding our engine with additional payoffs of exotic derivatives.
Refer code: 972444. Avaloq - The previous day - 2024-03-25 10:33

Avaloq

Pune, Maharashtra

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