Senior Quantitative Analyst

Job Description

We are currently looking for a Senior Quantitative Analyst to join our partner's team in Budapest.

What will you do?

• develop and maintain the in-house Python and C++ pricing libraries
• work on the optimization of the analytic library
• build and develop pricing models, trading strategies and hedging
• assist the quantitative toolbox by algorithm, new technologies and numerical techniques
• integrate analytic libraries with IT teams
• work on a wide range of the asset classes projects (regulatory, business-driven and governance)

Qualifications

Your ideal background:

• excellent English (both verbal and written)
• at least 3 years experience as a quantitative analyst for Front Office, Risk or similar research environment
• Master's degree or Phd in the field of: Mathematics, Physics, Finance, Engineering, Computer Science, Economics or something similar to these
• project management skills
• excellent in coding and software development – Python and C++ is a must
• understand financial market practice and theory
• be able to apply mathematical, statistical and financial theory in practice
• work as a member of the team and individually as well
• work well under pressure

Advantage:

• experience in Regulatory based projects, for example: Model Risk, Stress Testing, CCAR

Additional Information

What we offer: 

• friendly corporate culture, where equality and gender diversity is widely recognised
• socially active team with networking opportunities
• supportive workplace in connection with childcare leave
• competitive compensation package with added benefits ( Group Life Insurance, Private Medical Program…)