quantitative developer in budapest

posted
job type
permanent
apply now

job details

posted
location
budapest
job category
IT / telekom
job type
permanent
reference number
87928
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

The role will be to join the Quant Developer team and work alongside the global teams to help meet the current and projected demands from the business. The team has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the markets’ businesses.

The following are some examples of projects the Developer could be working on:
- Development and maintenance of the in-house C++ pricing libraries
- Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
- Development and maintenance of multi-threaded servers for delivering data to users
- Work on general efficiency improvement and optimization of the analytical library
- Work on Regulatory and Governance based projects across a range of the asset classes
- Work with IT teams to integrate analytic libraries

Elvárások / Requirements

- BSc / MSc in Mathematics, Physics, Engineering or Computer Science
- Good command of programming using C++, Python and VBA
- Familiarity with Windows and Linux development
- Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities is an advantage
- Previous experience working on Regulatory based projects
- Ability to implement industry best practice
- Ability to take ownership and proactively follow up on issues
- Ability to work in a team and to work well under pressure in a Front-Office environment
- Excellent verbal and written English

Amit kínálunk / Offer

- Challenging position with serious responsibility
- Attractive working environment
- Professional team

Kapcsolattartó / Applications

Ildikó Rác
+36 30 981 0054