Full Stack or Web Developer for Asset Management, Quantitative Development

Application period has expired.

Are you a motivated individual with a strong technical profile? Do you want to be part of a young, innovative and well-spirited team and participate in developing a new quantitative platform for asset investments? Quantitative Development Team is searching for talented individuals in Lithuania.

Quantitative Development
Quantitative Development is a young and innovative team established two years ago within the front-office department Portfolio Risk Advisory in Danske Bank Asset Management. The team’s primary focus and responsibility is to design and develop our in-house developed analytical calculation and risk platform, Luca.

Luca consists of various data, financial & statistical analytical models that are used by a large variety of internal and external stakeholders where front-office investment portfolio managers, client advisors and management are our primary stakeholders.

We experience a large continued growth in the interest of the Luca platform, especially an increased demand for more interactive web applications that interacts with the model APIs. We are therefore now looking into expanding our web development capabilities to take on this increased demand and be the primary web developer competence in the team and can drive a proper transition to a modern web development.

Our Team
Currently the team is based in Denmark and consist of four motivated and talented data & model specialists. We have a large degree of freedom in defining and prioritizing tasks. With strong collaboration, knowledge sharing and spirit, we work in an open, modern and Agile manner using Kanban.

The technology stack for the team is:

  • Model development –> Python
  • Web API –> Fast API / Celery / Redis
  • Web Applications –> JavaScript / React.js / Typescript / Flask (current backend)
  • Infrastructure & CI/CD –> Openshift (Kubernetes) / Docker / Azure DevOps
  • Database –> Oracle / Redis

We have a very social work environment with daily informal team meetings, weekly social & fun events such as online board gaming, Friday bars, VR gaming sessions, brunch tastings, and much more.

This position will be covering Quantitative Development function, in Portfolio Risk Advisory Unit, Asset Management area, also a part of LC&I Satellite.

LC&I Satellite is a remote hub in Lithuania created for global business unit serving largest Danske Bank corporate & institutional customers & prospects. We work in a global team setup where cross-country competences are combined to support our customers’ needs in many areas such as transaction banking, asset management, research & data analytics, sales consultancy, etc. LC&I Satellite is a local embassy (currently ~70 professionals) for global business with great growth ambitions.

Depending on your experience and knowledge, we may offer you a different seniority of the role.

You will:

You will be our primary frontend web developer to develop our interactive web applications. While you will work closely with the rest of the team, you will be the driver for implementing proper and modern web development frameworks and raise the bar the team as a whole.
This job enables you to shape your daily tasks, the platform design, which assignments you take on, and even the direction of team as a whole.

You will be part of

• A talented quantitative development & analysis team which embraces new and modern technologies
• Designing and developing an in-house quantitative, risk & portfolio analysis platform consisting of:
o Investment portfolio & risk analysis tools
o Instrument valuation & key figure calculations
o State-of-the-art financial risk and stress models
o Other financial, data management and quantitative analysis & tools
• Be in direct dialogue with world class client- and portfolio managers
• Working closely together with highly talented quant & risk specialists in the Portfolio Risk Advisory team

About you:

You are a self-driven and solution-oriented individual. You love learning and trying new things and are excited about bringing your ideas to the table. You are honest and dependable, speak fluent English, willing to speak up in difficult situations, and committed to collaborating with and empowering others. You are passionate about doing a great job, delivering on tasks, and being part of a successful team.

Education & experience:

• A strong academic & technical profile with a relevant degree (MSc) within IT, computer science , data science, engineering, mathematics or similar
• +3 years of prior relevant experience with IT development
• Extensive experience with web development JavaScript (+Typescript, React.js, Node.js/Flask would be an advantage)
• Experience with developing in Python or similar languages

Other desirable qualifications:

• Knowledge of Web Services & API development
• Knowledge of CI/CD, Docker and Kubernetes
• Experience with databases (SQL, Oracle)
• Experience with handling and analyzing big data
• Knowledge of financial instruments and portfolio management
• Knowledge of statistical & financial modelling

Application period has expired.

If you are interested, please send your CV in English no later than 28.05.2021. Confidentiality guaranteed.

Your title in job contract will be IT Software Engineer, Senior.

Please contact if you have any questions.
Daiva Bareikiene
Phone number +37066201068