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Quantitative Analyst

Régió: Budapest

Randstad Hungary Kft.

Hozzáadva: 2017.02.28.
Jelentkezési határidő: 2015.08.28.
Hirdetés azonosító: 950257

Quantitative Analyst

Our client is a worlwide player in the bank sector, for which we look for a Quantitative Analyst.

Feladatok:

The quantitative analyst will be responsible for:

- The development of vanilla and exotic pricing models for interest rate, long-dated FX and inflation products
- The rates CVA library
- To deliver pricing and risk tools to the CVA desk

Elvárások:

- Proven C++ development experience in a commercial environment preferably using VC++
- Experience of Windows environment
- Experience of Linux would be helpful
- Knowledge of financial markets, particularly bond maths would be beneficial
- Some experience of Python would be useful
- Strong software engineering skills with an emphasis on writing clear, concise and maintainable code.
- Strong mathematical programming
- Proven attention to detail
- A numerate background (minimum of a good BSc / BA)
- Good written and spoken English with good interpersonal skills.

Amit kínálunk:

- Opportunity to join an acknowledged professional company
- Competitive compensation package
- International and multicultural professional environment

Jelentkezés:
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