quantitative developer (c++ or python) in budapest

posted
job type
permanent
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job details

posted
location
budapest
job category
IT / telekom
job type
permanent
reference number
131917
apply now

job description

Cégleírás / Organisation/Department

Our client is one of the leading investment banks in the world, and for their growing professional team we are looking for new colleagues now.

Pozíció leírása / Job description

- Development and maintenance of C++ and Python model libraries
- Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
- Work on general efficiency improvement and optimization of the analytical libraries
- Work on Regulatory and Governance based projects across a range of the asset classes
- Work with IT teams to integrate analytic libraries


Elvárások / Requirements

- MSc/PhD in STEM (Science, Technology, Engineering and Mathematics) discipline
- 1-3 for Junior Developer, 3-6 for Mid-Level and 7+ year experience for Senior Developer positions
- Good command of programming using C++, Python
- Solid mathematical finance and statistical analysis skills
- Knowledge of probability and stochastic calculus
- Familiarity with Numerical analysis/Monte-Carlo methods
- Familiarity with Windows and Linux development
- Ability to implement industry best practice


Amit kínálunk / Offer

- Challenging position with serious responsibility
- Attractive working environment
- Professional team
- Competitive salary package
- Extensive training


Kapcsolattartó / Applications

Ildikó Rác
ildiko.rac@randstad.hu