Senior Software Engineer

We are looking for a experienced Senior Software Engineer specializing in C#. This role offers the unique opportunity to work closely with our clients to develop innovative trading strategies for the commodities markets.

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Responsibilities

• Developing and maintaining quantitative models: Design and implement mathematical models to optimize investment portfolios, assess various financial risks, price derivatives, and analyze market data using statistical methods and algorithms
• Programming and software development: Write efficient, high-quality code in programming languages such as Python, C++, Java, or R to build and maintain financial applications, tools, and software systems
• Collaborative development: Work closely with quantitative analysts, traders, and portfolio managers to translate quantitative strategies and models into software solutions that can be used in real-time trading environments
• Data analysis and management: Manage large datasets, conduct data cleaning and preprocessing, and perform data analysis to extract insights that support decision-making processes
• Backtesting and model validation: Test the performance of quantitative models and strategies on historical data
• Research and innovation: Stay up-to-date with the latest developments in financial mathematics, machine learning, and computational techniques to continuously improve and innovate quantitative solutions
• Optimization and performance enhancement: Optimize existing models and algorithms for better performance, accuracy, and efficiency
• Documentation and compliance: Document code and model methodologies, and ensure compliance with regulatory requirements and internal risk management policies

• A bachelor's, master's, or PhD in fields such as Computer Science, Mathematics, Physics, Financial Engineering, or a related quantitative discipline
• Proficiency in programming languages like Python, C#, Java. Experience with libraries and frameworks relevant to data analysis and financial modeling is a plus
• A strong foundation in mathematics, especially in areas such as calculus, linear algebra, probability, statistics
• Knowledge of quantitative finance, understanding of financial models, and instruments; knowledge of risk metrics, and portfolio optimization is a plus
• Ability to solve complex problems and develop robust, scalable solutions. Critical thinking and strong analytical capabilities are essential
• Skills in managing, processing, and analyzing large datasets. Familiarity with SQL databases and experience with data science toolkits are highly beneficial
• Understanding of financial markets, instruments, strategies, and risk management. For some roles, specific knowledge about asset classes like equities, fixed income, or derivatives might be required
• The field of quantitative finance is rapidly evolving. Continual learning of new models, algorithms, and technologies is crucial

• By choosing EPAM, you're getting a job at one of the most loved workplaces according to Newsweek 2021 & 2022&2023
• Employee ideas are the main driver of our business. We have a very supportive environment where your voice matters
• You will be challenged while working side-by-side with the best talent globally. We work with top-notch technologies, constantly seeking new industry trends and best practices
• We offer a transparent career path and an individual roadmap to engineer your future & accelerate your journey
• At EPAM, you can find vast opportunities for self-development: online courses and libraries, mentoring programs, partial grants of certification, and experience exchange with colleagues around the world. You will learn, contribute, and grow with us

• - General interview with a recruiter
• - Technical interview with our technology experts
• - Manager interview or Offer interview with a hiring manager

• EPAM Systems Inc. (EPAM) is a leading digital transformation services and product engineering company.
• We are committed to having a positive impact on our customers, our employees, and our communities. We embrace a dynamic and inclusive culture. Here you will collaborate with multi-national teams, contribute to various innovative projects that deliver the most creative and cutting-edge solutions, and have an opportunity to learn and grow continuously.