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Quantitative Finance Developer

  • Sofia, Bulgaria
  • hot
Job #: 44716
Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.

DESCRIPTION


Currently, we are looking for a Quantitative Finance Developer to make our team even stronger!

Responsibilities

  • You will work on long term strategic solutions for the needs of Pricing, Model Governance, Risk and Model Performance initiatives within our client (major financial institution). You will be responsible for delivery of code, maintaining current tools and contributing to components of new and existing strategic platforms
  • You will work with the Core Analytics Library (C++), alongside other technologies such as Python, VBA, SQL to deliver solutions
  • You will work with the Front Office Quantitative team, gaining valuable exposure to latest methodologies for pricing of derivative instruments, risk analytics, numerical techniques, computational algorithms
  • You will need to ensure coding standards and procedures are adhered to and implemented correctly

Requirements

  • Strong Python programming experience. Knowledge of scientific packages such as NumPy, SciPy, Pandas will be useful. VBA, SQL and C++ (or other object-oriented programming languages) will be considered a plus
  • Strong practical software engineering, with strong capacity for abstraction, design patterns skills and appreciation of modern approaches to software architecture
  • Awareness of unit testing is highly desirable
  • Strong knowledge of pricing of traded financial instruments – linear and options – in Rates, Fx, Credit
  • Strong analytical and numerical skills, including practical knowledge and understanding of quantitative methods for pricing and risk management, and the implementation of mathematical techniques for solving numerical problems
  • Familiarity with concepts such as FRTB and Hypothetical PnL
  • Good communication, documentation, and inter-personal skills; fluency in English
  • Master degree and above, preferably in quantitative finance or a quantitative field

We offer

  • Personal development program that will allow you to be valued for your strengths
  • Wide range of professional trainings and workshops
  • Attractive salary, additional health and dental insurance as well as other social benefits
  • Broad projects variety and possible mobility between projects over the time
  • Experience exchange with colleagues around the world
  • Work-life balance and flexible schedule, team buildings and sport opportunities
  • Modern office in the Infinity Tower business center
  • If you are interested in this role please send your CV in English. All applications will be treated as strictly confidential
  • Only short-listed applicants will be contacted

Здравствуйте, чем мы можем вам помочь?


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