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Python Developer


  • Randstad Hungary Kft.
  • Szabolcs-Szatmár-Bereg
  • A hirdetés 22 napja lejárt
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.
- 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

Elvárás

- 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 nyújtunk

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

Töltsd fel az önéletrajzod és nyerj
Dorko utalványt, vagy egy 350 000 Ft értékű elektromos rollert!


Helyek Szabolcs-Szatmár-Bereg
Kategória IT / Informatika > Rendszerfejlesztő
Aktiválás időpontja 2019.08.25.
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