Python Developer (Budapest)

Python Developer (Budapest)
A hirdetés már lejárt!

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.

Python Developer

Tasks

- Development and maintenance of the in-house Python and/or C++ model libraries, stress testing calculations and infrastructure systems
- 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

Requirements

- BSc/MSc/PhD in STEM (Science, Technology, Engineering and Mathematics) discipline
- Over 5 years’ relevant experience in a Developer role
- Strong English language knowledge
- Good command of programming using: Python is a must, C++ is a big plus
- Solid mathematical finance and statistical analysis skills
- Proven track record of developing and supporting analytics library for pricing and risking Rates, Credit, Equities, Commodities derivatives is an advantage
- Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, FRTB, CCAR is an advantage
- Knowledge of probability and stochastic calculus
- Familiarity with Numerical analysis/Monte-Carlo methods
- Familiarity with Windows and Linux development

Offers

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

Workplace

Budapest

 

Budapest

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