Software Engineer
Seniority
Specialist
Location
Vilnius
Valid until
2021-12-01
Position salary
3000- 5000 Eur gross monthly
Languages required
EN (B2)
Skills
C# 2 yrs.
MS SQL 2 yrs.
.NET 2 yrs.
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Employees in Lithuania
100
Job offers
16
Established in Lithuania
2019

The role

This is an opportunity for an individual with a software development background to join Moody’s CSS group, to develop and maintain credit risk models in C#.NET as a part of the international team.

While the primary focus will be C#.NET, there will be the need to work with an SQL. Experience with foundational software development tools and processes is also required: source control, issue tracking, unit testing, continuous integration, etc

This is an excellent opportunity to work directly with thought leaders in credit risk and gain global exposure to a variety of asset classes with a strong focus on structured finance.

Key responsibilities:

·        Working directly with financial engineers and business analysts to understand their modelling requirements

·        Design, develop, test, and maintain quantitative models using C#.NET, SQL

·        If applicable, write the technical requirements of the quantitative models

Qualifications

  • BSc (or equivalent) in Computer Science, Engineering, Physics, Mathematics, Financial Engineering, or a related field. Or 1-2 years in the .NET development
  • C#. NET, SQL development skills
  • Excel/VBA experience is a plus
  • Relevant experience with capabilities in foundational software development tools and processes (i.e. source control, issue tracking, unit testing, continuous integration).
  • Professional level in English
  • Knowledge in Monte Carlo analysis and structured finance modelling is a plus
  • Strong interpersonal and presentation skills
  • Strong written and verbal communication skills
  • Detail oriented and highly organised
  • Rigorous and analytical thought process
  • Experience in Financial Services is advantageous
  • Able to work on own initiative and without close supervision

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