8 часов назад
Senior Quant Developer (Equities/FX)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior Quant Developer (Python/Fintech): Designing and scaling next-generation pricing frameworks for Equities and FX derivatives with an accent on quantitative expertise and Python engineering. Focus on implementing complex pricing models, optimizing numerical methods, and building high-performance trading platforms.
Location: Based in the Prague office
Company
is a leading global investment bank providing financial services to individuals, companies, and institutions.
What you will do
- Design, develop, and maintain high-performance trading platforms and risk systems for traders and market participants.
- Implement and scale next-generation pricing frameworks for Equities and FX derivatives.
- Collaborate with traders, strategists, and stakeholders to translate model and governance requirements into scalable technological solutions.
- Develop platforms that facilitate trading and regulatory objectives within the investment banking domain.
- Drive innovation by staying updated on technological advancements and industry trends.
Requirements
- Strong knowledge of mathematical finance and derivative pricing models (e.g., Local Volatility, Stochastic Volatility, Correlation Skew).
- Deep understanding of optimization and numerical methods, including Monte-Carlo and numerical methods for partial differential equations.
- Strong proficiency in Python 3+ with pandas, numpy, and matplotlib.
- Location: Must be based in the Prague office.
Nice to have
- Programming skills in C++ or C#.
- PhD or Master's degree in Computer Science, Applied Mathematics, Physics, or a related field.
- Experience working with validators and business stakeholders to implement governance requirements.
Culture & Benefits
- Opportunity to act as a subject matter expert and guide technical direction for multi-year assignments.
- Work environment driven by values of Respect, Integrity, Service, Excellence, and Stewardship.
- Corporate culture that encourages employees to Empower, Challenge, and Drive.
- Collaborative environment working with cross-functional teams including strats and compliance.
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