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Quantitative Software Engineer

  • Kyiv, Ukraine
Job #: 45277
Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.

DESCRIPTION


Our client is one of the world’s largest providers of financial information and risk management solutions. The company empowers its’ clients to make smarter and more sustainable investments, drives market transparency and helps preventing financial crime. Serving more than 40,000 institutions in over 190 countries, it provides information, insights, and technology that enable innovation and performance in global markets. By advancing its customers, the company encourages progress for the worldwide financial community.

The company equips the financial community with access to an open platform that uncovers opportunity and catalyzes change. With a dynamic combination of data, insights, technology, and news from different sources, our customers can access solutions for every challenge, including a breadth of applications, tools, and content—all supported by human expertise.

In the context of high demand for commodities products, we are looking for a Quantitative Engineer do enhance the quantitative libraries Adfin and Price-It. The Quantitative Engineer will have to enhance models, increase commodities derivatives pricing coverage and deliver an API that will be used in the context of Quantitative Pricing Services on Elektron Data Solution on public cloud.

Responsibilities

  • Develop new financial models or maintain existing models in C++ (find closed formula or implement models using trees, PDE, Monte Carlo framework)
  • Extend the coverage of supported instruments in commodity market (Calendar spread option, commodity swaps)
  • Enhance derived Market Data for C&E Market (Review Implied Volatility SVI algorithm, Fair Value Curve)
  • Tailor the interfaces and monitor performance such that new features are efficiently integrated in the Analytics platform
  • Test the models in collaboration with our Quantitative Model Valuation team using Market Data
  • Provide functional support to customers or support teams

Requirements

  • At least 3+ of professional experience in software development in Java, .Net or similar
  • Experience with either Applied mathematics (e.g. partial differential equation, binomial trees, Monte-Carlo, etc.) or Financial topics/Quant Trading (Pricing, evaluation, financial models, VAR, CVA, XVA, HW, LMM, etc.)
  • Strong Computer Science fundamentals in algorithms, design, problem solving and complexity analysis
  • Experience in designing and implementing RESTful web services
  • Experience with software release process with automated CI/CD pipeline
  • Knowledge of best practices for the full software development life cycle
  • Self-driven, goal-oriented team player with good communication skills
  • Ability to work in a highly agile team environment

We offer

  • Competitive compensation depending on experience and skills
  • Individual career path in engineering
  • Social package - medical insurance, sports
  • Compensation for sick lists and regular vacations
  • English classes with native speaker (certified English teachers)
  • Flexible work hours
Learn more about EPAM in Ukraine

Equal Employment Opportunity

EPAM Systems, Inc. is an equal opportunity employer.  We recognize the value of diversity and inclusion in creating success for our customers, business partners, shareholders, employees and communities. We are committed to recruiting, hiring, developing and promoting employees without discrimination. As a global employer, this commitment includes complying with all laws in the countries in which we operate. Nevertheless, we believe equal employment practices should not be limited to what the law requires. Equal opportunity and inclusion are essential to motivate, empower and recognize the best in everyone.

At EPAM, employment actions are based on individual qualifications, without regard to race, color, religion, creed, gender, pregnancy status, sexual orientation, gender identity, gender expression, marital or familial status, national origin, ancestry, genetics, age, disability status, veteran status, citizenship status when otherwise legally able to work, or any other characteristic protected by law.

Pay Transparency Non-Discrimination Provision

EPAM will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor’s legal duty to furnish information. 41 CFR 60-1.35(c)

Affirmative Action Obligations as a U.S. Government Federal Contractor

As a U.S. federal government contractor, EPAM is committed to meet its affirmative action obligations to make good faith efforts to expand the recruiting pool of women, minorities, individuals with disabilities, and protected veterans through outreach, targeted recruitment, training opportunities and other activities. We affirm this commitment annually in EPAM’s Affirmative Action Plans. The full text of our Affirmative Action Plan for Persons with a Disability and Protected Veterans is available for inspection in the People Operations Department during normal business hours. Email the People Operations Department to schedule an appointment.

Accessibility for Applicants with Disabilities

EPAM is committed to working with and providing reasonable accommodation to individuals with disabilities. If you require an accommodation at any stage of the employment application process, please send an email to the People Operations Department including your name, a detailed description of your requested accommodation, and the best method to contact you. If you have already reviewed a job posting or submitted an application for a job, please include the requisition number. We will assist you and make a determination on your accommodation request on a case-by-case basis.

EEO is the Law. Applicants to and employees of EPAM Systems Inc., are protected under Federal law from discrimination.

EPAM Systems, Inc. participates in eVerify.

Background investigations are required for all new hires as a condition of employment, after the job offer is made. Employment will not begin until EPAM Systems receives and approves the results of the background check.

A day in the life

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DANIELLA KOROSSY
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