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Senior C++/Quantitative Developer

Régió: Budapest

Randstad Hungary Kft.

Hozzáadva: 2017.02.25.
Jelentkezési határidő: 2016.09.05.
Hirdetés azonosító: 1071304

Senior C++/Quantitative Developer

Our client is a worlwide player in the bank sector, for which we look for a Senior Quantitative/ C++ developer to their Budapest-based business services center.


- Development and maintenance of the in-house C++ pricing libraries
- Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
- Development and maintenance of multi-threaded servers for delivering data to users
- Work on general efficiency improvement and optimization of the analytical library
- Work on Regulatory and Governance based projects across a range of the asset classes


BSc / MSc in Mathematics, Physics, Engineering or Computer Science

- Good command of programming using C++, Python and VBA
- Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities as advantage
- Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA an advantage

- 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 in a Front-Office environment
After joining the team you will get an extensive training in finance and in IT as well. Travelling will be required to the biggest MQA's offices to have better understanding of the current projects and to deepen your knowledge in the given products. Citi believes in career planning meaning after two years you will have the opportunity to try out yourself in different positions.

Amit kínálunk:

- Great career opportunities
- Competitive compensation package
- Inspiring multinational environment

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