10 hours ago
Budapest, HungarySenior
Responsibilities
- Develop and enhance distributed systems for intraday and end-of-day risk, P&L, and market-scenario calculations.
- Build and modernize pricing, workflow, market-data, marking, and front-to-back risk infrastructure, including FRTB-related solutions.
- Develop APIs that expose pricing and risk analytics to internal systems and processes.
- Support Macro and Interest Rate trading desks and collaborate with Sales & Trading, Operations, Controllers, COOs, strategists, and Market Risk teams.
- Own complex technical problems across analysis, solution design, implementation, and delivery.
Requirements
- Bachelor’s degree or higher in Computer Science, Mathematics, Electrical Engineering, or a related computational or quantitative field.
- Experience developing financial risk calculation systems, risk-management platforms, or trading tools.
- Experience with distributed computing and/or cloud computing.
- Strong Java and/or Scala development experience, including performance tuning.
- Experience with full-stack development, HTML5, and AngularJS.
- Programming experience with C++.
- Experience with array programming languages or technologies such as KDB/Q or A+.
- Openness to fixed-income markets, financial models, and risk management; prior trading, investment-banking, or fintech experience is advantageous.
Benefits
- Continuous learning opportunities and exposure to current technologies.
- Collaborative, transparent team environment with openness to new ideas.
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About Qualysoft
Qualysoft is a Vienna-headquartered IT services firm founded in 1999 that delivers CRM/ERP consulting, custom software development, test automation, integration, and application management for enterprises. It works on a project and managed-services basis across Central and Eastern Europe, supporting digitalization and data/BI initiatives. Privately held, the company serves clients in multiple industries.