Lead Quantitative Analyst

Budapest - hybrid work model (2-3 days/week on-site)

Our partner is a leading global IT consultancy firm specializing in capital markets, e-trading and delivering cutting-edge technology services and quantitative expertise, to top-tier financial institutions, from world-renowned investment banks to hedge funds and asset managers. With headquarters in the UK, the firm has expanded across every major continent over the years such as the US, Europe and Asia and is now opening an office in Budapest and expanding their quant teams. Its specialized focus on Quantitative, Front Office, and Risk Technology Services sets it apart as a trusted gateway to the world’s most prestigious financial organizations.

Lead Quantitative Analyst

About the role

Their Quant Services cover model development, model integration, and model validation. Consultants in this business line have the chance to to cooperate with industry-leading Quants and to work with a wide range of top-tier clients.

You will work on a variety of innovative projects, this involves mathematical modeling and the practical implementation of models within advanced quant libraries. You will have the chance to collaborate closely with quant analysts, library quants, model developers, front-office IT engineers, and other key stakeholders.

Responsibilities 

• Working on mathematical models (theoretical design and documentation for financial products), as well as preparing documentation for new pricing and analytics models
• Developing models within the quant libraries of their clients.
• Collaborating closely with Quants, Quant Developers, and Software Engineers in Front Office IT (within the company and from the client’s team).
• Designing frameworks and architectures to integrate financial product models into quant libraries in a robust and fit-for-purpose way.
• Implementing optimized algorithms for preprocessing and manipulation of large volumes of data, while maintaining data integrity and consistency.
• Writing clear, efficient, and well-documented code in Python, C++, C#, Java, or other programming languages.

Requirements

• BSc or MSc in Applied Mathematics, Quantitative Finance, Physics, Computer Science, Engineering, or a related discipline.
• Proven experience as a Quantitative Analyst in an investment bank, hedge fund, specialized consulting firm, or other financial institution
• Experience managing a team of Quantitative Analysts in a capital markets setting
• Strong Python, C++, C#, or Java programming skills
• Solid consultancy and client service skills
• Demonstrated experience collaborating with international stakeholders
• Excellent documentation and communication skills
• Fluency in English 

Our partner offers

• Competitive salary & bonus
• Private medical insurance, monthly gym & phone reimbursement allowance
• A unique opportunity to join a globally leading Front Office & Quantitative technology consultancy working on innovative projects
• Chance to develop your career while collaborating with a range of top financial institutions

Development & Engineering Leadership