c++ developer/ technical lead | budapest

posted
contact
ildikó rác, randstad hungary
job type
permanent
apply now

job details

posted
location
budapest
job category
IT / telecom
job type
permanent
reference number
154949 / 24054
contact
ildikó rác, randstad hungary
apply now
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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

This position is within the Finance and Risk Technology team which caters to the Enterprise Technology Solutions. The successful candidate will be part of the Budapest development team which is part of the global Market Risk development team.

Participate in the major corporate initiative of the Fundamental Review of Trading Book. This effort extends our Value at Risk system with capabilities from advanced high order risk to the use of full evaluation analytics on top of existing corporate-wide trade coverage.


• Design and develop distributed quantitative analytics software and risk simulation models for Credit, Market and Wholesale Risk

• Deliver high quality technical solutions in a fast paced environment

• Work effectively as part of a large global team in delivering Firm and Regulatory risk management solutions

Elvárások / Requirements

5+ years of hands-on software development experience – preferably in C++
• C++ design and development skills with thorough understanding of STL, design patterns, multi-threading and software development paradigms in Windows and Unix environment.
• Relevant experience building high throughput VaR and/or pricing engines
• Conversant with build, deployment and debugging processes
• Prior financial firm or Risk domain experience desired
• Knowledge of financial products and industry fundamentals is desired
• Knowledge of SQL and database concepts desired
• C++, SQL, RDBMS, Google Protobuf, Messaging like JTIBCO, MQ, Shell, PERL, Linux/UNIX
• Prior exposure to Market Risk domain and understanding of VaR, valuation engines, Time-Series is a plus

Skills:

• Proven analytical and problem solving skills
• Strong verbal and written English required
• Strong analytical and problem-solving skills
• Strong communication skills
• Bachelor’s degree in Computer Science, Electrical Engineering or quantitative field such as Math, Statistics

Amit kínálunk / Offer

Challenging position with serious responsibility
- Attractive working environment
- Professional team
- Competitive salary package
- Extensive training
- Home office and dynamic working hours

Kapcsolattartó / Applications

Ildikó Rác
+36 30 981 0054