12 дней назад
Fixed Income Risk System Developer (C++)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Fixed Income Risk System Developer (C++): Building and modernizing large-scale distributed systems for intraday and end-of-day risk, P&L, market scenarios, and trading workflows with an accent on fixed income markets, front-to-back risk infrastructure, and API development. Focus on designing high-performance Java/C++ solutions, supporting FRTB requirements, and solving complex technical problems across the full software development lifecycle.
Location: Budapest, Hungary; hybrid workplace
Company
is an independent IT consulting and services company delivering technology solutions for international clients across financial services, telecommunications, automotive, and energy.
What you will do
- Develop and enhance large-scale distributed systems for intraday and end-of-day risk, P&L, and market scenario calculations.
- Build trading, pricing, workflow, and risk solutions used by sales, trading, management, controllers, operations, and market risk teams.
- Modernize front-to-back risk scenario infrastructure, including support for Fundamental Review of the Trading Book requirements.
- Design APIs that provide programmatic access to pricing and risk analytics.
- Improve market data and marking systems within a strategic cross-asset platform.
- Own complex technical problems from analysis and solution design through implementation and delivery.
Requirements
- Bachelor’s degree or higher in Computer Science, Mathematics, Electrical Engineering, or a related computational or quantitative discipline.
- Experience developing financial risk calculation systems, risk management platforms, or trading tools.
- Strong Java and/or Scala development experience, including performance tuning, plus programming experience with C++.
- Experience with distributed computing and/or cloud computing and full-stack web development using HTML5 and AngularJS.
- Understanding of DevOps, CI/CD, and continuous development principles.
- Openness to fixed income markets, financial models, and risk management; trading, investment banking, or financial technology experience is advantageous.
Nice to have
- Experience with array programming languages and technologies such as KDB/Q or A+.
- Previous experience in a trading, investment banking, or financial technology environment.
Culture & Benefits
- Full-time hybrid work in Budapest.
- Continuous learning opportunities across diverse international projects.
- Transparent, collaborative team environment with open communication.
- Opportunities to work with current technologies and contribute new ideas.
- Stable professional environment focused on personal and technical development.
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