Senior Software Developer (Big Data & Quantitative Analytics)

Tata Consultancy Services; Warszawa; Hybrid; PLN 180,000 - 260,000; Full time

Benefits offered by this job

Hybrid work model (2 days in office)

Private medical care for you and your

Learning & development platforms

Multisport card

Job summary

Tata Consultancy Services in Warsaw seeks a seasoned Software Developer focused on market risk analytics. You will design, implement, and optimize platforms supporting quantitative models, VaR, and derivatives pricing. You’ll work with Python, Spark, and SQL in a scalable, collaborative environment.

The role emphasizes Big Data processing, risk calculation engines, and regulatory analytics within a hybrid office setup. Strong finance knowledge and DevOps practices are essential.

Qualifications

• 5+ years of software development experience in finance-related domains.
• Strong programming skills in Python, SQL, and C#/.NET or Java.
• Hands-on experience with Big Data ecosystems (Hadoop, Spark).
• Knowledge of quantitative finance, statistics, and derivatives pricing.
• Experience in market risk analytics (VaR, Greeks, HPL, RTPL, HVaR).
• Understanding Basel, FRTB, CCAR, Stress Testing is desirable.

Responsibilities

• Design, develop, and enhance software for market risk and analytics platforms.
• Build and maintain Big Data apps using Python, Hadoop, Spark.
• Develop risk calculation engines covering HPL, RTPL, HVaR, and related metrics.
• Collaborate with Quantitative Analytics on derivatives pricing and model validation.
• Perform HPL/RTPL analysis and regulatory reporting support.
• Maintain historical market data platforms and data quality controls.
• Support Basel, FRTB, CCAR, and Stress Testing initiatives.
• Contribute to scalable, high-performance solutions and code reviews.

Skills

Python

SQL

C#/.NET or Java

Big Data technologies

Quantitative finance

Risk analytics

CI/CD, Git, Jenkins

DevOps

AI/NLP awareness

Analytical, communication

Tools

Linux/Windows/UNIX

Job description

• 5+ years of professional experience in Software Development, preferably within Financial Services, Risk, or Capital Markets environments.
• Strong programming skills in Python, SQL, and C#/.NET or Java.
• Hands-on experience with Big Data technologies, including Hadoop, Apache Spark, and related ecosystems.
• Knowledge of quantitative finance, probability, statistics, stochastic processes, and derivatives pricing.
• Experience in market risk analytics, including VaR, Greeks, HPL, RTPL, HVaR, and model validation activities.
• Understanding of regulatory frameworks such as Basel, FRTB, CCAR, and Stress Testing is highly desirable.
• Experience working with Linux, Windows, and UNIX environments, including shell scripting.
• Familiarity with SDLC methodologies, CI/CD pipelines, Git, Jenkins, and DevOps practices.
• AI mindset with awareness and understanding of NLP and emerging AI technologies.
• Strong analytical, problem-solving, communication, and collaboration skills.
• Ability to take ownership, work independently, and perform effectively in a fast-paced environment.

Your daily tasks:

• Design, develop, and enhance software solutions supporting market risk and quantitative analytics platforms.
• Build and maintain Big Data applications and data processing frameworks using Python, Hadoop, and Apache Spark technologies.
• Develop and support risk calculation engines covering HPL, RTPL, HVaR, and related market risk metrics.
• Work closely with Quantitative Analytics teams on derivatives pricing, model validation, and risk investigations.
• Perform HPL and RTPL analysis, investigations, and reporting activities to support regulatory and business requirements.
• Develop and maintain historical market data platforms, including data sourcing, data quality controls, and data enrichment frameworks.
• Contribute to the implementation of regulatory risk initiatives including Basel, FRTB, CCAR, and Stress Testing programs.
• Build scalable and high-performance solutions leveraging modern software engineering and Big Data best practices.
• Participate in code reviews, software testing, CI/CD pipeline enhancements, and production support activities.
• Collaborate with global technology, quantitative, and risk teams to deliver reliable and innovative solutions.

What do we offer?

• Competitive salary with annual salary reviews.
• Hybrid working model (2 days in the office, 3 days remote per week).
• Opportunity to use foreign languages and the newest technologies on a daily basis.
• Access to MyBenefit platform where you can choose from a variety of benefits (Sport, Tourism, Culture, Recreation etc).
• Sport's card (Multisport).
• Private medical care for you and your family.
• Access to wide range of learning & development platforms.