Develop large-scale distributed systems to compute and report intra-day and end-of-day risks, PnL (Profit and Loss) and market scenarios to senior management, trading desks, controllers, and market risk department;
Greenfield project to redesign pricing and workflow applications for salespeople and traders to keep ahead of the market;
Greenfield project to redesign Front to Back risk scenario infrastructure for Fundamental Review of the TB;
Greenfield project to revamp the market data and marking system in strategic cross-asset platform;
Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes;
Requirements
Bachelor’s / Master’s Degree in Computer Science, Mathematics, Finance, Electrical Engineering, or a related discipline.
Strong interest in learning about the financial markets.
Knowledge of fixed income market, financial models, and risk management.
Experience in financial risk calculation and management system or trading tools development.
Experience in distributed computing or cloud computing, Java / Scala performance tuning .
Full Stack development; programming experience in HTML5 / AngularJS, C++ and APL (Array-Programming Language) like KDB / Q or A+ ( http : / / www.aplusdev.org ).
Understand DevOps and Continuous Development Principles.
Good written and verbal communication skills.
Hungarian citizenship and fluent Hungarian language skills is a must.
Benefits
You will have the opportunity to gain experience in exciting, long-term, innovative projects,