python developer for market risk projects | budapest

posted
contact
randstad hungary
job type
permanent
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job details

posted
location
budapest
job category
IT/telco
job type
permanent
reference number
30913 / 32607
contact
randstad hungary
Click on the "Apply" button and choose from the application options that requires not more than 2 minutes.
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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 a Python Developers for Market Risk Projects.

Pozíció leírása / Job description

  • Utilize knowledge of applications development procedures and concepts, and basic knowledge of other technical areas to identify and define necessary system enhancements, including using script tools and analyzing/interpreting code

  • Consult with users, clients, and other technology groups on issues, and recommend programming solutions, install, and support customer exposure systems

  • Analyze applications to identify vulnerabilities and security issues, as well as conduct testing and debugging

  • Serve as advisor or coach to new or lower level analysts

  • Participate in the major corporate initiative of the Fundamental Review of Trading Book (FRTB). 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 Market Risk

Elvárások / Requirements

  • 3+ years of hands-on software development experience – preferably in Python

  • Python design and development skills with thorough understanding of design patterns, software development paradigms in Windows and Unix environment.

  • Conversant with build, deployment and debugging processes

  • Knowledge of SQL and database concepts desired

  • Shell scripting, Linux/UNIX

  • Big plus:

    • Prior financial firm or Risk domain experience

    • Prior exposure to Market Risk domain and understanding of VaR, valuation engines, time series

    • Experience with C++

Amit kínálunk / Offer

  • Inclusive and friendly corporate culture where gender diversity and equality is widely recognized

  • A socially active team and communities with diverse networking opportunities

  • A supportive workplace for professionals in terms of childcare leave:

    • Paid Parental Leave Program (maternity leave and paternity leave).

    • Flexible working options

  • Competitive compensation package with added benefits:

    • Private Medical Care Program and onsite medical rooms in our buildings

    • Pension Plan Contribution to Voluntary Pension Fund

    • Group Life Insurance

Kapcsolattartó / Information

Rác Ildikó

ildiko.rac@randstad.hu