python developer | budapest

randstad hungary
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job details

job category
job type
reference number
15110 / 14866
randstad hungary
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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

- 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

Elvárások / 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

Amit kínálunk / Offer

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

Kapcsolattartó / Information

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