Senior Software Developer – Big Data & Quantitative Risk

Ubique Systems; Warszawa; On-site; PLN 180,000 - 260,000; Full time

Job summary

Ubique Systems in Warsaw, Poland, seeks a Senior Software Developer focused on Big Data and quantitative development for a 6-month B2B freelance contract.

You will work with Hadoop, Spark, Pinot, Python, Java, and SQL to build ACE calculations and data stores, collaborating with quants and the devops team in a fast-paced environment.

Qualifications

• Strong Big Data/Hadoop and Python development experience.
• Hands-on experience with Apache Spark and Apache Pinot.
• Experience in derivatives pricing and risk analytics.
• Linux/Windows development and shell scripting.
• Strong programming skills in Java and/or Python, and SQL.

Responsibilities

• ACE calculations for HPL/RTPL/HVaR.
• Historical Data Store: Python-based data sourcing, data quality, and data filling framework.
• HPL/RTPL investigations in collaboration with the quant team.

Skills

Big Data

Hadoop

Python

Apache Spark

Apache Pinot

Derivatives pricing

Risk analytics

Linux

Shell scripting

Java

SQL

DevOps

CI/CD

Git

Jenkins

AI / NLP

Tools

Git

Jenkins

CI/CD tools

Job description

Senior Software Developer - BigData and Quantitative Developers

Warsaw, Poland

Employment: B2B/Freelance Contract

Duration: 06 Months (Extendable)

• Strong Big Data/Hadoop, Python and software development skills
• Hands-on experience in Apache Spark / Apache Pinot
• Experience with derivatives pricing/risk analytics
• Linux/Windows development and shell scripting
• Strong programming skills in Java and/or Python, and SQL.
• Familiarity with DevOps, CI/CD, Git, and Jenkins
• Strong analytical, communication, and teamwork skills
• AI mindset and knowledge / awareness on NLP

Responsibilities:

• ACE calculations for HPL/RTPL/HVaR.
• Historical Data Store: Python-based data sourcing, data quality, and data filling framework.
• HPL/RTPL investigations, working with the quant team.

Quantitative Developers:

Python, C++/C#, SQL; derivatives pricing and market risk analytics - HPL/RTPL investigations with quants, VaR/Greeks, model validation

Senior Developers:

Python (NumPy, pandas), C#/.NET, SQL; risk calculation engines (ACE: HPL/RTPL/HVaR) and historical market data store - data sourcing, quality and filling frameworks