Python developer (Quantitative)

Budapest (PC-11084)

Python developer (Quantitative)

Key Responsibilities

 

  • Development and maintenance of the in-house Python and/or C++ model libraries, stress testing calculations and infrastructure systems (which hosts run pricing and model calculations)
  • 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

 

Knowledge and Experience

  • Over 5 years’ relevant experience in a Developer role, Quantitative or Quantitative Infrastructural background is a plus
  • Good command of programming using: Python is a must, C++ is a big plus
  • 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

 

Skills

  • Solid mathematical finance and statistical analysis skills
  • Knowledge of probability and stochastic calculus
  • Familiarity with Numerical analysis/Monte-Carlo methods
  • Outstanding Python and/or C++ knowledge
  • Familiarity with Windows and Linux development
  • Ability to implement industry best practice and pay attention to details

 

Qualifications

 

  • Bachelor’s degree in Computer Science, Electrical Engineering or quantitative field such as Math, Statistics

 

Competencies

 

  • Excellent verbal and written English
  • Ability to take ownership and proactively follow up on issues
  • Ability to work in a team and to work well under pressure

If you are interested in the positions, please send your CV to Balint Pápai, IT Recruitment Divison Manager: or call +36 20 328 7080

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Details of position

Job identifier: PC-11084
Position name: Python developer (Quantitative)
Work place: Budapest
Specialty:

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