Quantitative Developer
Role Overview
We are looking for a Quantitative Developer to bridge the gap between complex mathematical modelling and high-performance software engineering. In this role, you will design, develop, and implement algorithmic engines that drive our pricing strategies and risk management systems. You will be responsible for translating sophisticated financial theories into production-grade code, ensuring that our pricing models for Fixed Income and Derivatives are both mathematically rigorous and computationally efficient.
Location:
Budapest, 1054
Key Responsibilities
- Model Implementation: Translate quantitative mathematical models into high-performance code using C/C++ (for low-latency execution) or Python (for research and rapid prototyping).
- Pricing & Analytics: Develop and maintain libraries for the pricing and risk sensitivity of financial instruments, with a focus on fixed income products and derivatives.
- Data Integration: Architect and manage seamless integrations with market data providers. Experience with Bloomberg (B-Pipe/Open API), Refinitiv (Eikon/Elektron) or IBKR API is a plus.
- Platform Optimisation: Enhance and scale proprietary trading platforms to handle high-frequency data throughput and real-time execution.
- Quantitative Validation: Back test strategies and validate the numerical stability of stochastic models.
Minimum Qualifications
- Education: A Master’s or PhD in Computer Science, Mathematics, Physics, or a highly quantitative field (Financial Engineering, etc.).
- C/C++ Programming Expertise: Deep understanding of memory management, STL, and concurrent programming for performance-critical systems.
- Python: Proficiency in the scientific stack (NumPy, SciPy, Pandas) and integration with C++ via wrappers (Pybind11/Cython).
- Mathematical Proficiency: Strong foundation in stochastic calculus, linear algebra, and numerical methods (e.g., Monte Carlo simulations, Finite Difference Methods).
- Financial Domain Knowledge: Solid understanding of Fixed Income (yield curves, duration, convexity) and Derivatives pricing (Black-Scholes, Volatility surfaces, Credit models).
Preferred Qualifications
- Financial Systems: Hands-on experience working with professional trading platforms and financial data terminals (Bloomberg/Refinitiv).
- High-Performance Computing (HPC): Experience with GPU programming (CUDA or OpenCL) or distributed computing frameworks.
- Machine Learning: Knowledge of applying deep learning or reinforcement learning to financial time-series data. Role Overview
Benefits
- Competitive Salary: A top-tier compensation package tailored to your experience and the global market.
- Ownership Stake: Employee Share Options (ESOP), allowing you to directly benefit from the company’s long-term growth and success.
- Professional Growth: Access to International Conferences (US, Europe, and beyond) to stay at the forefront of your field.
- Career Development: Structured Career Building Plans with clear milestones and the support needed to transition into leadership or specialized roles.
- Premium Mobility: A Company Car provided as part of your compensation package (subject to role/seniority level).
- Daily Perks: Complimentary lunch, snacks, and premium coffee to keep you fueled throughout the day.
- International Environment: The opportunity to work in a truly global setting with sister companies in the US and EU.
