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Quantitative Developer

Lokáció Budapest
Iparág
Állás típusa Teljes munkaidős
Elérhető 4 hónapja
Referencia szám 35088

Pozícióleírás megtekintése

Our client has a significant role in the banking sector all over the world. On behalf of them we are seeking a

Quantitative Developer

for the following tasks:

  • 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

Requirements

  • BSc / MSc in Mathematics, Physics, Engineering or Computer Science
  • Outstanding C++ knowledge
  • Familiarity with Windows and Linux development
  • Ability to implement industry best practice
  • Good command of programming using C++, Python and VBA
  • Excellent verbal and written English
  • 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

Advantages:
  • Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities
  • Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA

Benefits

  • Multinational environment
  • Competitive salary
  • Opportunity to improve

Other notes

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IT and Telecommunications | Software development | Programmer / developer | Development | Mathematics | IS/IT fejlesztő