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Quantitative Developer (C++)

Commerzbank Digital Technology Center | София

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Тази обява е публикувана само в DEV.BG Jobs: Преглеждаме значимите български сайтове за обяви за работа (с поне 400 IT обяви за работа). Тази обява не е публикувана в нито един от тях.
10 юни
Обявата е публикувана в следните минибордове
  • Sofia, Bulgaria
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    Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. The world is changing, becoming digital, and so are we. We are leaving the traditional bank behind us and we are choosing to move forward as a digital enterprise.

    As part of this strategy, Commerzbank is building a new Digital Technology Center in Sofia, Bulgaria. The teams here are focused on development, improvement and support of software solutions which digitalise the business of the bank.

    We need talented people who will join us on this journey and right in the beginning we are looking for Quantitative Developers.

    As a Quantitative Developer, you will be part of a business unit, which forms a major part of a new Agile organization bringing together Business and IT to transform Commerzbank’s capacity to deliver software. Focus is given on driving technologies and understanding business needs to achieve the company’s objectives.

    Task:

    • Assisting the Head of FICC IRCCT eProducts Financial Engineering in building a profitable client orientated business;
    • Maximising the revenue from our eProducts franchise by developing algorithms and tools in the bank’s analytics library for pricing and calibration in IR products;
    • Coordinating projects, monitoring performance against objectives and ensuring timely delivery;
    • Understanding the quantitative fundamentals of collateralisation, two curve yield models and the main IR models and processes;
    • Developing and supporting the wider uses of the yield curve technology in risk management and electronic trading platforms;
    • Maintaining the required technical competence, behaving at all times in a manner consistent with policies, procedures, limits and all applicable regulations and ensuring a high standard of expertise within the area of responsibility; Observing internal limits policies and procedures in addition to external regulations;
    • Working closely with the trading & sales desks to ensure the development deliver real tangible benefits to the business;
    • Directing closely more junior members of the quantitative team; Assisting in identifying and selecting other team members;
    • Dealing effectively with day to day activities, acting in a professional manner, keeping senior staff informed of significant financial engineering developments and trends.

    Profile:

    • Bachelor degree, Master degree, or a PhD in a quantitative area (i.e. mathematics, computer science, physics, econometrics, quantitative finance) with top ranked academic credentials;
    • Very high level of mathematical knowledge;
    • Strong understanding of financial mathematics, stochastic calculus and modern financial theories;
    • Meaningful experience in numerical programming;
    • Expert level in C++;
    • Strong understanding of statistics and analysis;
    • Ability to work independently, without direct supervision;
    • Good team player, ready to support and mentor younger team mates;
    • Fluency in English – both written and spoken.

    In return, we offer:

    • Good work-life balance, including 25 days annual paid leave (increasing with 1 day per year up to 31 in total), flexible working hours and work-from-home opportunities;
    • Additional health and dental insurance (in process of implementation);
    • Food vouchers in the amount of 100 BGN monthly (in process of implementation);
    • 6 days annual sick leave, without the necessity to present an official sick leave sheet;
    • Opportunities for long-term professional development in a stable, 150-year-old company while contributing to the vision of a new, just starting Digital Technology Center;
    • Friendly and supportive multicultural environment, open to new opinions and ideas.

    Diversity and inclusion are important to us and we are committed to building a workplace where everyone, from any background, can do their best work.

    Only shortlisted candidates will be invited to interview.
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