Quantitative Developer - Python

Markets Quantitative Analysis Department (MQA) is a division of the Global Markets

business and has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the Markets’ businesses. The scope of this work extends from the research into the mathematical derivation of the model, through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the model both to the desktop and to Technology for incorporation into the Firm’s books and records systems.

Tasks

• Development and maintenance of the in-house python Analytical infrastructure

• Advancing the quantitative toolbox by developing new technologies, algorithms, and numerical techniques

• Work on Regulatory and Governance based projects across a range of the asset
  classes.

• Work with Quant teams to standardize regulatory and infrastructural solutions.

• The candidate will have daily contacts with supervisor(s) and will receive interactive training from various members of the Global team, including introduction and intermediary financial courses as well as Business training. The candidate will also participate to the weekly and daily team meetings across regions.

• Participate on meetings in-person in the Budapest office.

Requirements

• Excellent command of programming using Python, proven track record of Python
  projects

• Experience in a Quantitative Developer role or other finance/regulatory python
  development is an advantige

• Good understanding distributed infrastructures: MQs, Service discovery, Python
  Celery, SQL, Elastic Search, MongoDB is an advantage.

• Understanding React or other front-end web development frameworks is an
  advantage.

• 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.

• BSc / MSc in Software Engineering, Computer Science, Natural Sciences or
  Economics