Strona główna

About the Project

We develop and maintain a mission-critical risk management platform that deals with massive amounts of data on a daily basis. It serves our Client’s traders across the world and produces numbers for financial authorities in many countries. Although the platform has a few legacy components, the technology stack has been rapidly evolving with our Client’s commitment to Cloud migration, DevOps and Automation. We strive to build an innovative environment for engineers while keeping the platform stable for our stakeholders.

In business terms, this platform enables our Client to perform large scale simulations (using the Monte Carlo Simulation Model) to forecast future cash flows of derivative trades and portfolios along with quantification of associated risks. It also performs Stress testing on hundreds of what-if scenarios to prove that Client’s business is ready for the various market conditions and severe economic scenarios. The calculated risk exposures are used for Basel 3 reporting, RWA Calculations, trading limits and valuation of Market and Credit risks.

The platform mainly works in the overnight mode with data loading, transformation, valuation and reporting being completed by morning according to strict SLAs and data being available to users during the day time. There is a large book of work that includes industry-wide business programs (FRTB, LIBOR, CCAR etc.) as well as a lot of focus on Cloud migration, infrastructure upgrades, technical debt management and CI/CD pipeline improvement. It’s a large platform that allows you to be directly exposed to a number of technologies, frameworks and tools and have massive amounts of data and compute power at hand.

Our Team

There are 80+ Luxoft engineers working in this project, being a part of Risk Analytics IT department of our Client. We’re organized into Agile teams, called Hybrid Pods, which are designed to be self-sufficient and work directly with business stakeholders. Some teams are platform-aligned, they develop and support core software delivery processes and tools to enable platform to operate efficiently. Other teams are business-aligned, they focus on delivering new business functionality and support existing production components. We value teamwork, as well as recognize and promote individual contribution that helps the success of the department.

Technology Stack

[Development] -> .NET Framework (C# / .Net 4.6.2), .Net Core (C#), Visual Studio 2019, Java 1.8, Python, SQL, PL/SQL

[Frameworks] -> WPF applications, WCF Services, Spring / .Net Spring, Camel Framework, NServiceBus

[Integration] -> MSMQ, Tibco EMS, Azure Event Hub, SSIS, Rabbit MQ, Apache Thrift

[DevOps] -> GitLab, Flow TeamCity, Azure Kubernetes Service (AKS), Docker, Helm, Unix, Elastic Stack (ELK), Bash, Hashicorp Enterprise Vault (EVA), MS Build, Puppet, Nexus, NUnit, SonarQube

[Grid Computing] -> DataSynapse Compute Grid, Azure Batch (PaaS)

[Data Layer] -> Oracle Database 18c, MongoDB, MS SQL Database Server, Azure Data Lake Storage (ADLS)

[QA] -> Jira, Jira X-Ray, PowerShell, Python

[Reporting] -> SSAS, Power BI

[Big Data] -> Spark / DataBricks, Scala, Python, Java

[UI] -> React, Angular JS, Node JS

Opportunities for you

• Get experience with high performance system using distributed calculations and cloud computing
• Real possibility to implement your engineering ideas and improve the way things are done in the project
• Full support of your career goals – our career management tools make your professional development transparent, clear and honest
• Truly large amount of learning opportunities, sponsorship of certifications
• Financial bonuses to acknowledge top performers