Software Engineer- Senior Manager
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Job Summary
Line of Service
AssuranceIndustry/Sector
Not ApplicableSpecialism
RiskManagement Level
Senior ManagerJob Description & Summary
About the role
As a software engineer within the team you will direct the architecture extension and maintenance of our Python codebase that performs valuation of financial instruments. This is an individual contributor role that requires expertise in both the mathematical modelling of financial instruments across asset classes and python software engineering.
Key Responsibilities:
- Maintenance and extension of an existing codebase written primarily in Python components which maps/transforms trade static data between various formats: XML JSON CSV Excel etc.
- Extend code base through addition of :
- new derivative valuation and risk models
- updates and improvements to user interfaces
- other add hoc incremental features
- Maintain and extend a RESTful API server application
- Maintenance and extending a internal model base and help the team on-board third party provided models and artificial intelligence.
- Lead in discussions to help drive software architecture/design.
- Provide support in estimating clients financial instrument valuations (private credit debt and derivative) across a wide range of instrument types.
- Assist in areas of business development practice development and strategy due to the high growth nature of Artificial Intelligence &Modelling this will be a key component of the role.
Essential Skills and Experience
- Advanced experience and knowledge of Python software development in industry or academia
- Degree in computer science engineering physics or mathematics
- Experience working on large codebases
- A deep understanding of derivative pricing including the related XVAs
- Theoretical understanding of and hands-on experience in developing mathematical models
- Strong analytical skills and attention to detail but tempered with an ability to think laterally.
- Excellent communication skills and the ability to present complex issues in a clear and articulate way to a non-technical audience.
- Familiarity with software engineering best practices.
- Familiarity with source control (ideally Git).
Education (if blank degree and/or field of study not specified)
Degrees/Field of Study required:Degrees/Field of Study preferred:Certifications (if blank certifications not specified)
Required Skills
Optional Skills
Accepting Feedback Accepting Feedback Active Listening Analytical Thinking Coaching and Feedback Communication Creativity Credit Risk Assessment Credit Risk Management Credit Risk Mitigation Credit Risk Model Development Credit Risk Modeling Credit Risk Monitoring Data Analysis Embracing Change Emotional Regulation Empathy Financial Audit Financial Budgeting Financial Data Mining Financial Forecasting Financial Management Financial Market Financial Modeling Financial Planning 20 moreDesired Languages (If blank desired languages not specified)
Travel Requirements
Up to 60%Available for Work Visa Sponsorship
NoGovernment Clearance Required
NoJob Posting End Date
Required Experience:
Senior Manager
Key Skills
- Spring
- .NET
- C/C++
- Go
- React
- OOP
- C#
- AWS
- Data Structures
- Software Development
- Java
- Distributed Systems
About Company
At PwC, our purpose is to build trust in society and solve important problems. We’re a network of firms in 155 countries with over 284,000 people who are committed to delivering quality in assurance, advisory and tax services. Find out more and tell us what matters to you by vis ... View more
