Quantitative Developer (C++ OR Python) (Budapest)

Quantitative Developer (C++ OR Python) (Budapest)
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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.

Quantitative Developer (C++ OR Python)

Tasks

- 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

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

Offers

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

Workplace

Budapest

 

Budapest

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