Контакты

Quantitative Developer

Sofia, Bulgaria

Striving for excellence is in our DNA. Since 1993, we have been helping the world’s leading companies imagine, design, engineer, and deliver software and digital experiences that change the world. We are more than just specialists, we are experts.

DESCRIPTION


Currently we are looking for a Quantitative Developer for our Sofia office to make the team even stronger.

Responsibilities

  • Contribute to changes to the core banking models;
  • Take part in intelligent, continuous optimization of the computations in the electronic and algorithmic trading systems to support millisecond valuation and pricing;
  • Take part in intelligent, continuous optimization of the computations in the electronic and algorithmic trading systems to support millisecond valuation and pricing;
  • Play a key role in the investigation process of the models defects and exceptions. Raising new issues and tracking existing issues to the model development team.

Requirements

  • Working experience in a relative field (investment analysis, derivatives pricing, trade valuation);
  • Master’s degree and above, preferably in quantitative finance or a quantitative field;
  • Working knowledge pricing of interest rate flow products (swaps, basis swaps, OIS, FRA, caps, floors, swaption);
  • Strong programming skills (Server-side C++, Server-side Java, SQL, Excel VBA or equivalent object-oriented programming);
  • Good written and oral communication, interpersonal and organizational skills and ability to build and maintain relationships with personnel across areas and regions;
  • Ability to multitask with strong time management skills;
  • High level of attention to detail.

Nice to have

  • Previous experience in quantitative research (models and methodologies);
  • Experience in data analysis, with strong research and analytical skills;
  • Broad financial product knowledge.

We offer

  • Attractive salary, additional health and dental insurance as long as other social benefits;
  • Personal development program that will allow people to be valued for their strengths;
  • Wide range of professional trainings and workshops;
  • Broad projects variety and possible mobility between projects over the time;
  • Experience exchange with colleagues around the world;
  • Work-life balance and flexible schedule, team buildings and sport opportunities;
  • Modern office in the Infinity Tower business center;
  • If you are interested in this role, please send your CV in English;
  • All applications will be treated as strictly confidential;
  • Only short-listed applicants will be contacted.