full-time
Quantitative Developer
Kishonti Ltd.
- Employer
- Kishonti Ltd.
- Location
- Budapest, Central Hungary, Hungary
- Working pattern
- on-site
About the role
Implement mathematical financial models as efficient production software, and develop pricing and risk analytics for fixed income products and derivatives. Integrate market data, optimize trading platforms for high-throughput real-time execution, and backtest strategies while validating stochastic models. A Master’s or PhD in computer science, mathematics, physics, financial engineering, or another highly quantitative field is required, along with strong C/C++ and Python skills. Candidates should have a solid foundation in stochastic calculus, linear algebra, numerical methods, fixed income, and derivatives pricing.