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